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Distribution InverseChiSquare(nu = 10.5)
Elliptical = False
Continuous = True
oneRealization= [0.0782188]
oneSample first= [0.139041] last= [0.137094]
mean= [0.118211]
covariance= [[ 0.00448375 ]]
Kolmogorov test for the generator, sample size= 100 is accepted
Kolmogorov test for the generator, sample size= 1000 is accepted
Point= [0.190476]
ddf = [-32.6097]
ddf (FD)=-32.6097
log pdf= 0.538526870446
pdf =1.71348
pdf (FD)=1.71348
cdf= 0.898124218121
ccdf= 0.101875781879
survival= 0.101875781879
characteristic function=(0.999474, 0.0224004)
log characteristic function=(-0.000274906, 0.0224084)
pdf gradient = [-1.01934,-6.74683]
pdf gradient (FD)= [-0.509672]
cdf gradient = [0.0888995,0.163189]
cdf gradient (FD)= [0.0444498]
quantile= [0.235]
cdf(quantile)= 0.95
mean= [0.117647]
covariance= [[ 0.00425872 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
parameters= [[nu : 10.5]]
standard moment n= 0 , value= [1]
standard moment n= 1 , value= [0.235294]
standard moment n= 2 , value= [0.0723982]
standard moment n= 3 , value= [0.032177]
standard moment n= 4 , value= [0.0257416]
standard moment n= 5 , value= [0.102966]
Standard representative= InverseChiSquare(nu = 10.5)
standard deviation= [0.0652588]
skewness= [3.20493]
kurtosis= [35.5333]
Distribution InverseChiSquare(nu = 15)
Elliptical = False
Continuous = True
oneRealization= [0.0913064]
oneSample first= [0.0472117] last= [0.0823255]
mean= [0.0764712]
covariance= [[ 0.00106545 ]]
Kolmogorov test for the generator, sample size= 100 is accepted
Kolmogorov test for the generator, sample size= 1000 is accepted
Point= [0.133333]
ddf = [-67.8131]
ddf (FD)=-67.8131
log pdf= 0.643707583651
pdf =1.90353
pdf (FD)=1.90353
cdf= 0.942263113464
ccdf= 0.0577368865356
survival= 0.0577368865356
characteristic function=(0.999938, 0.0102561)
log characteristic function=(-9.55898e-06, 0.0102564)
pdf gradient = [-1.18971,-10.7073]
pdf gradient (FD)= [-0.594853]
cdf gradient = [0.0479461,0.126902]
cdf gradient (FD)= [0.023973]
quantile= [0.137723]
cdf(quantile)= 0.95
mean= [0.0769231]
covariance= [[ 0.00107585 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
parameters= [[nu : 15]]
standard moment n= 0 , value= [1]
standard moment n= 1 , value= [0.153846]
standard moment n= 2 , value= [0.027972]
standard moment n= 3 , value= [0.00621601]
standard moment n= 4 , value= [0.001776]
standard moment n= 5 , value= [0.000710401]
Standard representative= InverseChiSquare(nu = 15)
standard deviation= [0.0328001]
skewness= [2.08463]
kurtosis= [13.0952]
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