Variations on kurtosis estimation with different statistics software

 

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφέας: Barrantes Aguilar, Luz Elena
Μορφή: artículo
Κατάσταση:Versión publicada
Ημερομηνία έκδοσης:2019
Περιγραφή: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.
Χώρα:Portal de Revistas TEC
Ίδρυμα:Instituto Tecnológico de Costa Rica
Repositorio:Portal de Revistas TEC
Γλώσσα:Español
OAI Identifier:oai:ojs.pkp.sfu.ca:article/4456
Διαθέσιμο Online:https://revistas.tec.ac.cr/index.php/eagronegocios/article/view/4456
Λέξη-Κλειδί :cuarto momento
exceso de curtosis
exceso de curtosis ajustado
software estadístico
fourth momentum
excess kurtosis
adjusted excess kurtosis
statistic software