منابع مشابه
Skewness and Kurtosis in Statistical Kinetics.
We obtain lower and upper bounds on the skewness and kurtosis associated with the cycle completion time of unicyclic enzymatic reaction schemes. Analogous to a well-known lower bound on the randomness parameter, the lower bounds on skewness and kurtosis are related to the number of intermediate states in the underlying chemical reaction network. Our results demonstrate that evaluating these hig...
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New, functional, concepts of skewness and kurtosis are introduced for large classes of continuous univariate distributions. They are the first skewness and kurtosis measures to be defined directly in terms of the probability density function and its derivative, and are directly interpretable in terms of them. Unimodality of the density is a basic prerequisite. The mode defines the centre of suc...
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Asymptotic relative efficiency of one test with respect to (w.r.t.) another is extensively studied in the literature. For an introduction and overview we refer to Nikitin [1]. Several notions of efficiency may be distinguished w.r.t. how the probabilities of first and second kind test errors behave in the case of increasing sample sizes. Roughly spoken, studies of Pitman type are dealing with s...
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We identify an important correlation between skewness and kurtosis for a broad class of complex dynamic systems and present a specific analysis of earthquake and financial time series. Two regimes of non-Gaussianity can be identified: a parabolic one, which is common in various fields of physics, and a power law one, with exponent 4/3, which at the moment appears to be specific of earthquakes a...
متن کاملSkewness and Kurtosis in Large-scale Cosmic Fields
In this paper, I present the calculation of the third and fourth moments of both the distribution function of the large–scale density and the large–scale divergence of the velocity field, θ. These calculations are made by the mean of perturbative calculations assuming Gaussian initial conditions and are expected to be valid in the linear or quasi linear regime. The moments are derived for a top...
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ژورنال
عنوان ژورنال: Methodology
سال: 2013
ISSN: 1614-1881,1614-2241
DOI: 10.1027/1614-2241/a000057