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 (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 . Sadly, this is "original research". -- 139.78.143.6 (talk) 22:38, 22 July 2014 (UTC)

In several numerical examples with the fourth moment computed by numerical integration in MATLAB, I also found that the factored constant at the front of the numerator should be "3" rather than "2". — Preceding unsigned comment added by 122.61.123.248 (talk) 20:20, 1 January 2015 (UTC)

Bug in support[edit]

In the right hand box, instead of μR, ... it should be xR — Preceding unsigned comment added by Fuzzyrandom (talkcontribs) 11:18, 4 February 2016 (UTC)