MultivariateStatistics`
MultivariateStatistics`

MultivariateKurtosis

MultivariateKurtosis[matrix]

matrix の多変量尖度係数を与える．

詳細とオプション

  • MultivariateKurtosisを使うためには，まず多変量統計パッケージをロードしなくてはならない．それにはNeeds["MultivariateStatistics`"]を実行する必要がある．
  • MultivariateKurtosisは多変量データの尖度の一変量測定である．
  • MultivariateKurtosis[matrix]はと等価である．ここでmatrix={x1,x2,…,xn}，Mean[matrix]であり，は推定母共分散行列である．
  • 列数 の行列の場合，多変量尖度係数の値が に近いとほぼ多変量正規性があることを意味する．

例題

例  (1)

二変量データの多変量尖度：

Wolfram Research (2007), MultivariateKurtosis, Wolfram言語関数， https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html.

テキスト

Wolfram Research (2007), MultivariateKurtosis, Wolfram言語関数， https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html.

CMS

Wolfram Language. 2007. "MultivariateKurtosis." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html.

APA

Wolfram Language. (2007). MultivariateKurtosis. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html

BibTeX

@misc{reference.wolfram_2024_multivariatekurtosis, author="Wolfram Research", title="{MultivariateKurtosis}", year="2007", howpublished="\url{https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html}", note=[Accessed: 22-November-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_multivariatekurtosis, organization={Wolfram Research}, title={MultivariateKurtosis}, year={2007}, url={https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateKurtosis.html}, note=[Accessed: 22-November-2024 ]}