g01aaf
g01aaf
© Numerical Algorithms Group, 2002.
Purpose
G01AAF Mean, variance, skewness, kurtosis etc, one variable, from raw
data
Synopsis
[xmean,s2,s3,s4,xmin,xmax,wtsum,wt,iwt,ifail] = g01aaf(x<,wt,iwt,ifail>)
Description
The data consist of a single sample of n observations, denoted by
x , with corresponding weights, w , for i=1,2,...,n.
i i
If no specific weighting is required, then each w is set to 1.
i
The quantities computed are:
(a) The sum of the weights
n
--
W= > w .
-- i
i=1
(b) Mean
n
--
> w x
-- i i
_ i=1
x= --------.
W
(c) Standard deviation
______________
/ n
/ -- _ 2
/ > w (x -x)
/ -- i i
/ i=1
s = / -------------,
2 \/ d
n
-- 2
> w
-- i
i=1
where d=W- ------.
W
(d) Coefficient of skewness
n
-- _ 3
> w (x -x)
-- i i
i=1
s = -------------.
3 3
d*s
2
(e) Coefficient of kurtosis
n
-- _ 4
> w (x -x)
-- i i
i=1
s = --------------3.
4 4
d*s
2
(f) Maximum and minimum elements of the sample.
(g) The number of observations for which w >0, i.e., the number
i
of valid observations. Suppose m observations are valid,
then the quantities in (c), (d) and (e) will be computed if
m>=2, and will be based on m-1 degrees of freedom. The other
quantities are evaluated provided m>=1.
Parameters
g01aaf
Required Input Arguments:
x (:) real
Optional Input Arguments: <Default>
wt (:) real zeros(length(x),1)
iwt integer 0
ifail integer -1
Output Arguments:
xmean real
s2 real
s3 real
s4 real
xmin real
xmax real
wtsum real
wt (:) real
iwt integer
ifail integer