Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: Skewness and kurtosis p-values
Replies: 11   Last Post: May 28, 2013 6:50 AM

 Messages: [ Previous | Next ]
 Cristiano Posts: 60 Registered: 12/7/12
Skewness and kurtosis p-values
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 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

Date Subject Author
5/24/13 Cristiano
5/24/13 Richard Ulrich
5/24/13 Cristiano
5/24/13 Richard Ulrich
5/25/13 Cristiano
5/25/13 Cristiano
5/25/13 David Jones
5/25/13 Cristiano
5/25/13 David Jones
5/26/13 Richard Ulrich
5/27/13 Cristiano
5/28/13 Luis A. Afonso