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...
متن کاملDensity-Based Skewness and Kurtosis Functions
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...
متن کاملSkewness-Kurtosis Controlled Higher Order Equivalent Decisions
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...
متن کاملAdjusting the tests for skewness and kurtosis for distributional misspecifications
The standard root−b1 test is widely used for testing skewness. However, several studies have demonstrated that this test is not reliable for discriminating between symmetric and asymmetric distributions in the presence of excess kurtosis. The main reason for the failure of the standard root−b1 test is that its variance formula is derived under the assumption of no excess kurtosis. In this paper...
متن کاملUniversal relation between skewness and kurtosis in complex dynamics.
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...
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ژورنال
عنوان ژورنال: Rocky Mountain Journal of Mathematics
سال: 2015
ISSN: 0035-7596
DOI: 10.1216/rmj-2015-45-5-1639