A Note on Skewness and Kurtosis
نویسندگان
چکیده
منابع مشابه
Skewness and Kurtosis in Statistical Kinetics.
We obtain lower and upper bounds on the skewness and kurtosis associated with the cycle completion time of unicyclic enzymatic reaction schemes. Analogous to a well-known lower bound on the randomness parameter, the lower bounds on skewness and kurtosis are related to the number of intermediate states in the underlying chemical reaction network. Our results demonstrate that evaluating these hig...
متن کاملDensity-Based Skewness and Kurtosis Functions
New, functional, concepts of skewness and kurtosis are introduced for large classes of continuous univariate distributions. They are the first skewness and kurtosis measures to be defined directly in terms of the probability density function and its derivative, and are directly interpretable in terms of them. Unimodality of the density is a basic prerequisite. The mode defines the centre of suc...
متن کاملA Note on Skewness in Regenerative Simulation
The purpose of this paper is to show, empirically and theoretically, that performance evaluation by means of regenerative simulation often involves random variables with distributions that are heavytailed and heavily skewed. This, in turn, leads to the variance of estimators being poorly estimated, and confidence intervals having actual coverage quite different from (typically lower than) the n...
متن کاملSkewness-Kurtosis Controlled Higher Order Equivalent Decisions
Asymptotic relative efficiency of one test with respect to (w.r.t.) another is extensively studied in the literature. For an introduction and overview we refer to Nikitin [1]. Several notions of efficiency may be distinguished w.r.t. how the probabilities of first and second kind test errors behave in the case of increasing sample sizes. Roughly spoken, studies of Pitman type are dealing with s...
متن کاملAdjusting the tests for skewness and kurtosis for distributional misspecifications
The standard root−b1 test is widely used for testing skewness. However, several studies have demonstrated that this test is not reliable for discriminating between symmetric and asymmetric distributions in the presence of excess kurtosis. The main reason for the failure of the standard root−b1 test is that its variance formula is derived under the assumption of no excess kurtosis. In this paper...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1944
ISSN: 0003-4851
DOI: 10.1214/aoms/1177731243