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Topic: Skewness and kurtosis p-values
Replies: 11   Last Post: May 28, 2013 6:50 AM

 Messages: [ Previous | Next ]
 Richard Ulrich Posts: 2,961 Registered: 12/13/04
Re: Skewness and kurtosis p-values
Posted: May 24, 2013 3:32 PM

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.

--
Rich Ulrich

Date Subject Author
5/24/13 Cristiano
5/24/13 Richard Ulrich
5/24/13 Cristiano
5/24/13 Richard Ulrich
5/25/13 Cristiano
5/25/13 Cristiano
5/25/13 David Jones
5/25/13 Cristiano
5/25/13 David Jones
5/26/13 Richard Ulrich
5/27/13 Cristiano
5/28/13 Luis A. Afonso