Variations on kurtosis estimation with different statistics software

 

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Détails bibliographiques
Auteur: Barrantes Aguilar, Luz Elena
Format: artículo
Statut:Versión publicada
Date de publication:2019
Description:Kurtosis, or a distribution’s fourth moment, is used to describe distributions and belongs to some normality contrast tests. Most of the statistical softwares include kurtosis, which makes the estimation to be relatively easy. Nevertheless, for a same data set, statistical softwares can provide a different result. The objective of this work is to depict kurtosis estimation differences between statistical softwares that are most commonly used among agricultural economists. Two samples were used to compare kurtosis coefficient estimation differences with nine different statistic softwares. Results shows that these differences are not due to a mistaken estimation procedure, but mainly because the term kurtosis is used wrongly. In conclusion, when working with a small sample size and adjustment factor is not considered, there is a 20% probability of making a mistaken conclusion.
Pays:Portal de Revistas TEC
Institution:Instituto Tecnológico de Costa Rica
Repositorio:Portal de Revistas TEC
Langue:Español
OAI Identifier:oai:ojs.pkp.sfu.ca:article/4456
Accès en ligne:https://revistas.tec.ac.cr/index.php/eagronegocios/article/view/4456
Mots-clés:cuarto momento
exceso de curtosis
exceso de curtosis ajustado
software estadístico
fourth momentum
excess kurtosis
adjusted excess kurtosis
statistic software