
Re: Skewness and kurtosis pvalues
Posted:
May 25, 2013 2:40 PM


On 25/05/2013 18:36, David Jones wrote: > Probably, that site knows what a "twosided test" means whereas, judging > by your description of simulation for the skewness, you do not.
I know what a "twosided test" means (I wrote some 2sided tests to test RNG's), but I could be a bit confused in writing a simulation for a 2sided 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 > twosided 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 2sided tests, could someone tell me, please, how in the earth they get 1.307?
Cristiano

