StatLib.FitJohnsonFromMoments

This function estimates the type (JohnsonType) of the best-fitting Johnson system (curve), and the parameters (Gamma, Delta, Lambda, Xi) for that curve from the first four moments of a distribution.

Syntax Parameters Return Value 
Function StatLib.FitJohnsonFromMoments( _
    Mean As Double, _
    StandardDeviation As Double, _
    Skewness As Double, _
    Kurtosis As Double, _
    ByRef JohnsonType As Integer, _
    ByRef Gamma As Double, _
    ByRef Delta As Double, _
    ByRef Lambda As Double, _
    ByRef Xi As Double) As Integer
  • Mean [in]

Type: Double

  • StandardDeviation [in]

Type: Double

  • Skewness [in]

Type: Double

  • Kurtosis [in]

Type: Double

  • JohnsonType [in,out]

Type: Integer

  • Gamma [in,out]

Type: Double

  • Delta [in,out]

Type: Double

  • Lambda [in,out]

Type: Double

  • Xi [in,out]

Type: Double

Integer