Comparing measures of sample skewness and kurtosis
Comparing measures of sample skewness and kurtosis
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DOI：
10.1111/1467-9884.00122
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发表时间：
1998-04
期刊：
影响因子：
--
通讯作者：
D. Joanes;C. Gill
中科院分区：
文献类型：
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作者：
D. Joanes;C. Gill
多年来，人们提出了各种样本偏度和峰度的测量方法。对著名统计计算包所采用的措施进行了比较，重点关注正常样本的偏差和均方误差，并对非正常样本的模拟结果进行了一些比较。
Over the years, various measures of sample skewness and kurtosis have been proposed. Comparisons are made between those measures adopted by well-known statistical computing packages, focusing on bias and mean-squared error for normal samples, and presenting some comparisons from simulation results for non-normal samples.