Johnson'sSUand the Skewness and Kurtosis Statistics
作者:
L.R. Shenton,
K.O. Bowman,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1975)
卷期:
Volume 70,
issue 349
页码: 220-228
ISSN:0162-1459
年代: 1975
DOI:10.1080/01621459.1975.10480292
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The application is discussed of Johnson's transformed normal density to the distribution of skewness (√b1) and kurtosis (b2) in sampling from normal mixtures (two-components, equal variances). In particular, approximations to the distribution function of √b1(andb2) are found using the Cornish-Fisher expansion withSUas kernel. Comments on the approximations in sampling from other distributions are given, and comparisons with alternative approximations (Monte-Carlo assessments, etc.) included.
点击下载:
PDF (765KB)
返 回