Talk:Exponentially modified Gaussian distribution

From Wikipedia, the free encyclopedia
Jump to: navigation, search
WikiProject Statistics (Rated Start-class)
WikiProject icon

This article is within the scope of the WikiProject Statistics, a collaborative effort to improve the coverage of statistics on Wikipedia. If you would like to participate, please visit the project page or join the discussion.

Start-Class article Start  This article has been rated as Start-Class on the quality scale.
 ???  This article has not yet received a rating on the importance scale.
 


The PDF for the exGaussian with parameters (mu=-3, sigma=1, nu=0.25; orange line) is wrong. Checked against R and matlab (e.g. http://rss.acs.unt.edu/Rdoc/library/gamlss.dist/html/exGAUS.html)

Error in Kurtosis excess[edit]

Using Mathematica 9.0, I find the Kurtosis excess to be \frac{\frac{9}{\lambda ^4}+\frac{6 \sigma ^2}{\lambda ^2}+3 \sigma
   ^4}{\left(\frac{1}{\lambda ^2}+\sigma ^2\right)^2}-3 (i.e., the factored constant at the front of the numerator is "2" in the article, but should be "3"). This alternative expression simplifies to \frac{6}{\left(\lambda ^2 \sigma ^2+1\right)^2}. Sadly, this is "original research". -- 139.78.143.6 (talk) 22:38, 22 July 2014 (UTC)