Date: May 24, 2013 1:39 PM
Author: Cristiano
Subject: Skewness and kurtosis p-values
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?

Thank you

Cristiano