// skewness:
BOOST_CHECK_CLOSE_FRACTION(
skewness(pareto15), static_cast<RealType>(4.6475800154489004L), tol5eps);
- // kertosis:
+ // kurtosis:
BOOST_CHECK_CLOSE_FRACTION(
kurtosis(pareto15), static_cast<RealType>(73.8L), tol5eps);
- // kertosis excess:
+ // kurtosis excess:
BOOST_CHECK_CLOSE_FRACTION(
kurtosis_excess(pareto15), static_cast<RealType>(70.8L), tol5eps);
// Check difference between kurtosis and excess:
kurtosis_excess(pareto15), kurtosis(pareto15) - static_cast<RealType>(3L), tol5eps);
// Check kurtosis excess = kurtosis - 3;
+ RealType expected_entropy = 1 + RealType(1)/RealType(5) + log(RealType(1)/RealType(5));
+ BOOST_CHECK_CLOSE_FRACTION(
+ entropy(pareto15), expected_entropy, tol5eps);
+
// Error condition checks:
check_out_of_range<pareto_distribution<RealType> >(1, 1);
BOOST_MATH_CHECK_THROW(pdf(pareto_distribution<RealType>(0, 1), 0), std::domain_error);