1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
|
Distribution InverseGamma(k = 5.5, lambda = 2.5)
Elliptical = False
Continuous = True
oneRealization= [0.0599153]
Point= [0.145455]
ddf = [-56.4599]
log pdf= 0.783882690166
pdf =2.18996
cdf= 0.904560532377
ccdf= 0.0954394676229
survival= 0.0954394676229
characteristic function=(0.999937, 0.0129291)
log characteristic function=(2.03228e-05, 0.0129292)
pdf gradient = [-1.31286,-2.40895]
cdf gradient = [0.082705,0.127416]
quantile= [0.174871]
cdf(quantile)= 0.95
InverseSurvival= class=Point name=Unnamed dimension=1 values=[0.0406605]
Survival(inverseSurvival)=0.950000
entropy=-1.930582
Minimum volume interval= [0.0280966, 0.177562]
threshold= [0.95]
Minimum volume level set= {x | f(x) <= 34.4467} with f=
MinimumVolumeLevelSetEvaluation(InverseGamma(k = 5.5, lambda = 2.5))
beta= [1.09642e-15]
Bilateral confidence interval= [0.0364963, 0.209657]
beta= [0.95]
Unilateral confidence interval (lower tail)= [0, 0.174871]
beta= [0.95]
Unilateral confidence interval (upper tail)= [0.0406605, 50.1015]
beta= [0.95]
mean= [0.0888889]
covariance= [[ 0.0022575 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
parameters= [[k : 5.5, lambda : 2.5]]
Standard representative= InverseGamma(k = 5.5, lambda = 1)
standard deviation= [0.0475131]
skewness= [2.99333]
kurtosis= [29.4]
Distribution InverseGamma(k = 15, lambda = 2.5)
Elliptical = False
Continuous = True
oneRealization= [0.0249059]
Point= [0.0533333]
ddf = [-253.351]
log pdf= 0.463517877812
pdf =1.58966
cdf= 0.989739572088
ccdf= 0.0102604279123
survival= 0.0102604279123
characteristic function=(0.999999, 0.00152381)
log characteristic function=(-8.93075e-08, 0.00152381)
pdf gradient = [-1.04829,-4.76897]
cdf gradient = [0.00792151,0.0339127]
quantile= [0.0432604]
cdf(quantile)= 0.95
InverseSurvival= class=Point name=Unnamed dimension=1 values=[0.0182761]
Survival(inverseSurvival)=0.950000
entropy=-3.514616
Minimum volume interval= [0.0154445, 0.0443646]
threshold= [0.95]
Minimum volume level set= {x | f(x) <= -1.89324} with f=
MinimumVolumeLevelSetEvaluation(InverseGamma(k = 15, lambda = 2.5))
beta= [6.64087]
Bilateral confidence interval= [0.0170288, 0.0476452]
beta= [0.95]
Unilateral confidence interval (lower tail)= [0, 0.0432604]
beta= [0.95]
Unilateral confidence interval (upper tail)= [0.0182761, 0.508519]
beta= [0.95]
mean= [0.0285714]
covariance= [[ 6.27943e-05 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
parameters= [[k : 15, lambda : 2.5]]
Standard representative= InverseGamma(k = 15, lambda = 1)
standard deviation= [0.00792429]
skewness= [1.20185]
kurtosis= [5.90909]
|
