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@stdlib/stats-base-dists-pareto-type1-skewness

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Pareto (Type I) distribution skewness.

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/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ 'use strict'; // MODULES // var isnan = require( '@stdlib/math-base-assert-is-nan' ); var sqrt = require( '@stdlib/math-base-special-sqrt' ); // MAIN // /** * Returns the skewness of a Pareto (Type I) distribution. * * @param {PositiveNumber} alpha - shape parameter * @param {PositiveNumber} beta - scale parameter * @returns {PositiveNumber} skewness * * @example * var v = skewness( 3.5, 1.0 ); * // returns ~11.784 * * @example * var v = skewness( 4.0, 12.0 ); * // returns ~7.071 * * @example * var v = skewness( 8.0, 2.0 ); * // returns ~3.118 * * @example * var v = skewness( 1.0, -0.1 ); * // returns NaN * * @example * var v = skewness( -0.1, 1.0 ); * // returns NaN * * @example * var v = skewness( 2.0, NaN ); * // returns NaN * * @example * var v = skewness( NaN, 2.0 ); * // returns NaN */ function skewness( alpha, beta ) { if ( isnan( alpha ) || alpha <= 3.0 || isnan( beta ) || beta <= 0.0 ) { return NaN; } return 2.0 * ( 1.0+alpha ) / ( alpha-3.0 ) * sqrt( ( alpha-2.0 ) / alpha ); } // EXPORTS // module.exports = skewness;