Rank: 3246 based on 11 downloads (last 30 days) and 1 file submitted
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Kobus Bekker

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University of the Free State

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15 Sep 2004 lmom.m Calculates any number of l-moments. Author: Kobus Bekker vector, calculates, lmoments, probability, data, statistics 11 4
  • 5.0
5.0 | 2 ratings
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26 Apr 2011 lmom.m Calculates any number of l-moments. Author: Kobus Bekker Luca

I tried this code:
x = randn(100000,1);
L = lmom(x,4)
L =
    0.0038 0.5650 0.0005 0.0685

In fact L4 != 0.1226 !!!

but you can evaluate:
T4 = L4/L2 = 0.1213
21 Apr 2011 lmom.m Calculates any number of l-moments. Author: Kobus Bekker Luca
21 Apr 2011 lmom.m Calculates any number of l-moments. Author: Kobus Bekker Luca

ok, I found it
25 Nov 2010 lmom.m Calculates any number of l-moments. Author: Kobus Bekker Anand, Anand

I generated 1000 random nos from normal distribution(5,0.2)..i tried lmom(x)...the first three moments are right but the 4 moment kurtosis comes around 0.0137 while L4 for a normal dist is 0.1226...What is causing this discrepancy?

12 Apr 2006 lmom.m Calculates any number of l-moments. Author: Kobus Bekker Gray, Steven

Fast and very useful.
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calculates, data, lmoments, probability, statistics
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15 Sep 2004 lmom.m Calculates any number of l-moments. Author: Kobus Bekker vector, calculates, lmoments, probability, data, statistics 11 4
  • 5.0
5.0 | 2 ratings

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