On Fri, 24 May 2013 19:39:15 +0200, Cristiano <cristiapi@NSgmail.com> wrote:
>I calculate the skewness and the kurtosis from a set of real numbers >(distribution unknown) using the formulas: > >http://mvpprograms.com/help/mvpstats/distributions/SkewnessCriticalValues > >http://mvpprograms.com/help/mvpstats/distributions/KurtosisCriticalValues > >I usually need to check whether the calculated skewness and kurtosis are >in good agreement with the expected values for a normal or uniform >distribution; I need a p-value. > >I'm trying to replicate (via simulation) the p-values (alpha) presented >in that site, but I get different values. For example, for n= 7 and >alpha= 0.1, for the skewness I get 1.169 instead of 1.307. > >For the skewness I do the following: >1) generate a random number x_i in N(0,1) >2) if x_i < 0 discard the number >3) for n= 7 I do the above steps until i = 1428571 >4) calculate the 95th percentile (for alpha= 0.1) of the x's. > >Does anybody know where I could be wrong?
My tentative guess is that you cut-and-paste'd your steps from some wrong source.
Discarding negative numbers has nothing to do with computing skewness, so far as I can imagine.
Somewhere in the steps, you should "compute skewness."
1) Draw 7; compute skewness; save. 2) Repeat 100,000 times. 3) Show 5% and 95% points (should be nearly the same absolute values). 3) Repeat 10 times.