Moments orLMoments? An Example Comparing Two Measures of Distributional Shape
作者:
J.R. M. Hosking,
期刊:
The American Statistician
(Taylor Available online 1992)
卷期:
Volume 46,
issue 3
页码: 186-189
ISSN:0003-1305
年代: 1992
DOI:10.1080/00031305.1992.10475880
出版商: Taylor & Francis Group
关键词: Kurtosis;Skewness
数据来源: Taylor
摘要:
The shape of a probability distribution is often summarized by the distribution's skewness and kurtosis. However, alternative measures of skewness and kurtosis based onLmoments quantify deviations from the Normal distribution in a way that is more concordant with the powers of goodness-of-fit tests of Normality.
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