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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.

 

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