Package org.drip.sample.chisquaredistribution

Class NonCentralCentralMoments

java.lang.Object
org.drip.sample.chisquaredistribution.NonCentralCentralMoments
public class NonCentralCentralMoments
extends java.lang.Object
NonCentralCentralMoments illustrates the Computation of the Four Leading Central Moments for the Non-central Chi-Square Distribution. The References are:

  • Johnson, N. L., S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions 2nd Edition John Wiley and Sons
  • Muirhead, R. (2005): Aspects of Multivariate Statistical Theory 2nd Edition Wiley
  • Non-central Chi-Squared Distribution (2019): Chi-Squared Function https://en.wikipedia.org/wiki/Noncentral_chi-squared_distribution
  • Sankaran, M. (1963): Approximations to the Non-Central Chi-Square Distribution Biometrika 50 (1-2) 199-204
  • Young, D. S. (2010): tolerance: An R Package for Estimating Tolerance Intervals Journal of Statistical Software 36 (5) 1-39


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    NonCentralCentralMoments()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • NonCentralCentralMoments

      public NonCentralCentralMoments()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation