Use of Proc Iml to Calculate L-moments for the Univariate Distributional Shape Parameters Skewness and Kurtosis
نویسنده
چکیده
Exploratory data analysis statistics, such as those generated by the SAS® procedure PROC UNIVARIATE (1990), are useful tools to characterize the underlying distribution of data prior to more rigorous statistical analyses. Assessment of the distributional shape of data is usually accomplished by careful examination of the values of the third and fourth central moments, skewness and kurtosis. However, when the sample size is small or the underlying distribution is non-normal, the information obtained from the sample skewness and kurtosis can be misleading.
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