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Topic: A pertinent/impertinent question. . .
Replies: 8   Last Post: Nov 13, 2013 4:02 PM

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Luis A. Afonso

Posts: 4,743
From: LIsbon (Portugal)
Registered: 2/16/05
Re: A pertinent/impertinent question. . .
Posted: Nov 4, 2013 12:59 PM
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Skewness and Excess Kurtosis Statistics tests

Once showing that JB test is unsuitable to treat short samples we try another way.

Setting the Confidence level at 95%, we found the following Confidence Intervals against sizes n, regarding normal (Gaussian) random samples:

__n=20_____+/- 0.742__[-1.080, 1.567]__
____30________0.599___[-0.903, 1.223]__
____40________0.516___[-0.802, 1.053]__
____50________0.453___[-0.723, 0.921]__
____60________0.412___[-0.669, 0.830]__
____70________0.381___[-0.626, 0.768]__
___100________0.313___[-0.532, 0.631]__

We aim to compute these interval contents when filled with normal data <CHECK>

__both: Skew and Exc.Kurtosis capture.
__whatever: at least one parameter inside
__any : no value captured by the intervals.


__W= both/(1-any)______________________0.811__
_____________________________________ 0.427__
__W=both/(1-any)______Normal___________ 0.708__
_____________________Uniform__________ 0.000_*

* both= 0.000, whatever= 0.9666, any= 0.0334

Conclusion: in the context we are dealing with the test statistics W= both/(1-any) is very effective in what concerns to discriminate Uniform to Normal data, even for samples as short as 20. Note: one have 0<= W <=1 these value attained only when any=0, therefore all samples have at least 1 success i.e. fall in one of the two intervals.

Luis A. Afonso

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