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Distribution InverseGamma(k = 5.5, lambda = 2.5)
Elliptical = False
Continuous = True
oneRealization= [0.0599153]
oneSample first= [0.105001] last= [0.114865]
mean= [0.0892908]
covariance= [[ 0.00236759 ]]
Kolmogorov test for the generator, sample size= 100 is accepted
Kolmogorov test for the generator, sample size= 1000 is accepted
Point= [0.145455]
ddf = [-56.4599]
ddf (FD)=-56.4599
log pdf= 0.783882690166
pdf =2.18996
pdf (FD)=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]
pdf gradient (FD)= [-1.31286,-2.40895]
cdf gradient = [0.082705,0.127416]
cdf gradient (FD)= [0.082705,0.127416]
quantile= [0.174871]
cdf(quantile)= 0.95
mean= [0.0888889]
covariance= [[ 0.0022575 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
parameters= [[k : 5.5, lambda : 2.5]]
standard moment n= 0 , value= [1]
standard moment n= 1 , value= [0.222222]
standard moment n= 2 , value= [0.0634921]
standard moment n= 3 , value= [0.0253968]
standard moment n= 4 , value= [0.0169312]
standard moment n= 5 , value= [0.0338624]
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= [0.0272144]
oneSample first= [0.0286215] last= [0.0158049]
mean= [0.0284817]
covariance= [[ 6.38042e-05 ]]
Kolmogorov test for the generator, sample size= 100 is accepted
Kolmogorov test for the generator, sample size= 1000 is accepted
Point= [0.0533333]
ddf = [-253.351]
ddf (FD)=-253.352
log pdf= 0.463517877812
pdf =1.58966
pdf (FD)=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]
pdf gradient (FD)= [-1.04829,-4.76897]
cdf gradient = [0.00792151,0.0339127]
cdf gradient (FD)= [0.00792151,0.0339127]
quantile= [0.0432604]
cdf(quantile)= 0.95
mean= [0.0285714]
covariance= [[ 6.27943e-05 ]]
correlation= [[ 1 ]]
spearman= [[ 1 ]]
kendall= [[ 1 ]]
parameters= [[k : 15, lambda : 2.5]]
standard moment n= 0 , value= [1]
standard moment n= 1 , value= [0.0714286]
standard moment n= 2 , value= [0.00549451]
standard moment n= 3 , value= [0.000457875]
standard moment n= 4 , value= [4.1625e-05]
standard moment n= 5 , value= [4.1625e-06]
Standard representative= InverseGamma(k = 15, lambda = 1)
standard deviation= [0.00792429]
skewness= [1.20185]
kurtosis= [5.90909]
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