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

 Messages: [ Previous | Next ]
 David Jones Posts: 80 Registered: 2/9/12
Re: Skewness and kurtosis p-values
Posted: May 25, 2013 12:36 PM

"Cristiano" wrote in message news:knq8n3\$gmc\$1@dont-email.me...

On 25/05/2013 12:43, Cristiano wrote:
> If someone can confirm that the following procedure is good, I can stop
> asking and I can start the simulation:

Better idea: I checked my simulation with a counter-simulation.
I count how many calculated skewness fall beyond the critical values
calculated with my simulation. The results are very good.

I really don't know how that site gets those critical values.

Cristiano

=======================================================

Probably, that site knows what a "two-sided test" means whereas, judging by
your description of simulation for the skewness, you do not. The simplest
change to your procedure would be to use the absolute value of the
calculated skewness, since that is the test statistic for a two-sided test
in this case. On the webpage, "alpha" is the total area of the two tails,
not just one tail.

You also said "Step 2a: for the kurtosis I need 2 critical values, but for
the skewness do I really need 2 critical values?". You do need two critical
values for the raw skewness, but for symmetric distributions you know that
these are related in a simple way. If you were working out a test of
skewness for some non-symmetric distribution, as is certainly possible,
there would be non-symmetric lower and upper limits for a two-sided test.

David Jones

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