MOMENTS OR L-MOMENTS - AN EXAMPLE COMPARING 2 MEASURES OF DISTRIBUTIONAL SHAPE

被引：112

作者：

HOSKING, JRM

机构：

来源：

AMERICAN STATISTICIAN | 1992年 / 46卷 / 03期

关键词：

KURTOSIS; SKEWNESS;

D O I：

10.2307/2685210

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The shape of a probability distribution is often summarized by the distribution's skewness and kurtosis. However, alternative measures of skewness and kurtosis based on L moments quantify deviations from the Normal distribution in a way that is more concordant with the powers of goodness-of-fit tests of Normality.

引用

页码：186 / 189

页数：4

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