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

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Cristiano

Posts: 47
Registered: 12/7/12
Re: Skewness and kurtosis p-values
Posted: May 25, 2013 2:40 PM
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On 25/05/2013 18:36, David Jones wrote:
> Probably, that site knows what a "two-sided test" means whereas, judging
> by your description of simulation for the skewness, you do not.


I know what a "two-sided test" means (I wrote some 2-sided tests to test
RNG's), but I could be a bit confused in writing a simulation for a
2-sided test. Anyway, I don't think that it is very important. Here I'm
just trying to understand how they get those critical values because I
need to be sure that my simulation works fine.

> 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.


I know that (I saw the 2 red tails).

If I use the absolute value of the skewness calculated (many times) for
7 numbers in N(0,1) and I see that the 90th percentile is .8163, I would
argue that 90% of the times the |skewness| <= .8163. Am I wrong?
If I'm right, .8163 should be the critical values for their alpha= 0.1.
Even if I don't know anything about 2-sided tests, could someone tell
me, please, how in the earth they get 1.307?

Cristiano



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