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Motivation

I am interested on using R to do data analysis on a considerable amount of data. Having to plot each time I want to observe if it fits any particular distribution by eyeball (which can be misleading), and recall in memory how the shape looks like (or compare, say, on a book).

As a programmer, I would like to be able to have the program instead looking this to me. Standardized moment was something I studied in an undergraduate course and seems that Kurtosis is of particular interest of the community according to my search.

Questions

  1. Wikipedia -- Kurtosis seems to have a considerable value on them that is very precise on saying the distribution simple based on the number. How far can I trust this instead of eyeball the plotted data? If this is not a yes/no answer, how can I claim that after a given value it is acceptable to apply, say for example Linear Regression assuming Kurtosis indicated a normal distribution (given the other constraints are correct)?

  2. The same as above, but for moment 3, Skewness. I would also appreciate if someone would point how to understand if it is left or right skewed or symmetric based on the values of 'the method'.

  3. When I mention 'the method' above I noticed wikipedia suggest few of them. So the third question is, is there currently a chosen one or depends on the context? If depends on the context, how can I go about analyzing?

I would appreciate if someone could point an R function/package that does this as well.

Thank you.

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    $\begingroup$ Can you maybe provide a link to the pages you are looking at. I think by momentum you probably mean (sample) moment and I suspect that by standardized you might mean central, but I am not as sure of the latter. It's not quite clear to me (yet) what your exact question is. Sometimes giving a concrete example helps. $\endgroup$
    – cardinal
    Apr 8, 2012 at 15:59
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    $\begingroup$ en.wikipedia.org/wiki/Standardized_moment I am updating the question see also the 'Wikipedia' link for kurtosis of the original question. $\endgroup$ Apr 8, 2012 at 16:02
  • $\begingroup$ No problem, It is actually moment not momentum, I corrected those words above too. Thanks for calling attention on that. Let me know if it still requires an example, I'd gladly supply one. $\endgroup$ Apr 8, 2012 at 16:04

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