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Topic: Where the lines go cross each other . . .
Replies: 5   Last Post: Apr 15, 2014 10:43 AM

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Luis A. Afonso

Posts: 4,615
From: LIsbon (Portugal)
Registered: 2/16/05
Where the lines go cross each other . . .
Posted: Apr 8, 2014 6:53 PM
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. . we find the minimum size two samples should have in order they are distinguishable through a common parameter.
When we successively set sample sizes to increase the skewness of Gumbel and Normal Distributions behave as such: do decrease the 95% quantile of the former, increases the 5% of the latter. Obtained from 40´000 random sample each size.
The following results are quite eloquent:

Skew 95% fractile__________Skew 5% fractile
Normal/Gaussian___________Gumbel (A=0, B=1)

n=74____0.448_______________0.378____
n=76____0.441_______________0.393____
n=78____0.434_______________0.391____
n=80____0.431_______________0.397____
n=82____0.427_______________0.405____
n=84____0.422_______________0.416____*
n=86____0.417_______________0.425____*
n=88____0.412_______________0.427____
n=90____0.408_______________0.434____

Conclusion: in order that a Gumbel sample be distinct by its skewness from Gaussian ones one must chose sizes sample sizes somewhere at 84 - 86.

Repeating (as expected to perform in simulative procedures):
Skew 95% fractile__________Skew 5% fractile
Normal/Gaussian___________Gumbel (A=0, B=1)

n=74____0.449_______________0.379____
n=76____0.439_______________0.383____
n=78____0.437_______________0.396____
n=80____0.433_______________0.399____
n=82____0.425_______________0.411____
n=84____0.422_______________0.415____*
n=86____0.416_______________0.422____*
n=88____0.412_______________0.432____
n=90____0.412_______________0.436____

Luis A. Afonso



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