> excess
function (x)
{
mean((x - mean(x))^4)/(mean((x - mean(x))^2)^2) - 3
}
> rexpexcess
function (n, B, ...)
{
ex <- apply(matrix(rexp(n * B), nrow = B), 1, excess)
hist(ex, xlab = paste("Coefficient of excess with n =", n),
...)
invisible(ex)
}
> mean(rexpexcess(50,1000))
[1] 3.168413
