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Skewness and kurtosis pvalues
Posted:
May 24, 2013 1:39 PM


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 pvalue.
I'm trying to replicate (via simulation) the pvalues (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



