eta.w.breve {asymmetry.measures}R Documentation

Asymmetry coefficient \breve{\eta}

Description

Implements the asymmetry coefficient \breve{\eta} of Patil, Patil and Bagkavos (2012).

Usage

  eta.w.breve(xin, kfun)

Arguments

xin

A vector of data points - the available sample.

kfun

The kernel to use in the density estimate.

Details

Given a sample X_1, X_2, \dots, X_n from a continuous density function f(x) and distribution function F(x), \breve{\eta} is defined by

\breve{\eta}=-\frac{\sum_{i=1}^n {U_iW_i}-n\bar{U}\bar{W}}{\sqrt{(\sum_{i=1}^n {U_i^2-n\bar{U^2}})(\sum_{i=1}^n{W_i^2-n\bar{W^2}})}}

where

U_i = \hat{f}(X_i), \; W_i =F_n(X_i), \; \bar{U}= n^{-1}\sum_{i=1}^n U_i, \; \bar{W}=n^{-1} \sum_{i=1}^{n} W_i.

Value

Returns a scalar, the estimate of \breve{\eta}.

Author(s)

Dimitrios Bagkavos and Lucia Gamez Gallardo

R implementation and documentation: Dimitrios Bagkavos <dimitrios.bagkavos@gmail.com>, Lucia Gamez Gallardo <gamezgallardolucia@gmail.com>

References

Patil, P.N., Patil, P.P. and Bagkavos, D., (2012), A measure of asymmetry. Stat. Papers, 53, 971–985.

See Also

eta.w.hat.bc, eta.w.hat, eta.w.breve.bc, eta.w.tilde,eta.w.tilde.bc

Examples


eta.w.breve(GDP.Per.head.dist.1995,Epanechnikov)
0.329707 #estimate of etabreve

  

[Package asymmetry.measures version 0.2 Index]