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

被引：113
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.
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页码：186 / 189
页数：4
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