You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
It appears to us that boost::math::non_central_t is using the formula for (not-excess/Pearson) kurtosis as the implementation for kurtosis_excess, leading to an extra +3 for both kurtosis and kurtosis_excess. Here is a simple program demonstrating that using reference values from wolfram alpha ExcessKurtosis[NoncentralStudentTDistribution[10, 3]] and Kurtosis[NoncentralStudentTDistribution[10, 3]]:
It appears to us that
boost::math::non_central_t
is using the formula for (not-excess/Pearson) kurtosis as the implementation forkurtosis_excess
, leading to an extra +3 for bothkurtosis
andkurtosis_excess
. Here is a simple program demonstrating that using reference values from wolfram alpha ExcessKurtosis[NoncentralStudentTDistribution[10, 3]] and Kurtosis[NoncentralStudentTDistribution[10, 3]]:Output is:
Simply subtracting 3 appears to resolve the issue. xref scipy/scipy#16591
The text was updated successfully, but these errors were encountered: