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A note on finding peakedness in bivariate normal distribution using Mathematica

Pakistan Journal of Statistics and Operation Research

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Title A note on finding peakedness in bivariate normal distribution using Mathematica
 
Creator Khurshid, Anwer
Hussain, Ehtisham
Haq, Masood ul
 
Description Peakedness measures the concentration around the central value. A classical standard measure of peakedness is kurtosis which is the degree of peakedness of a probability distribution. In view of inconsistency of kurtosis in measuring of the peakedness of a distribution, Horn (1983) proposed a measure of peakedness for symmetrically unimodal distributions. The objective of this paper is two-fold. First, Horn’s method has been extended for bivariate normal distribution. Secondly, to show that computer algebra system Mathematica can be extremely useful tool for all sorts of computation related to bivariate normal distribution. Mathematica programs are also provided.
 
Publisher College of Statistical and Actuarial Sciences
 
Date 2007-07-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.pjsor.com/index.php/pjsor/article/view/61
10.18187/pjsor.v3i2.61
 
Source Pakistan Journal of Statistics and Operation Research; Vol 3. No. 2, July 2007; 75-86
2220-5810
1816-2711
 
Language eng
 
Relation http://www.pjsor.com/index.php/pjsor/article/view/61/40