Tagged Questions
1
vote
2answers
93 views
Do skewness and kurtosis uniquely determine type of distribution?
Inspired by this answer, I have following question: Is it enough to know just skewness and kurtosis in order to determine distribution that data comes from? Is there any theorem that implies this? ...
4
votes
1answer
99 views
How do I test for a symmetric distribution?
I collect numbers from generators that yield different ranges of whole numbers with an unknown distribution. I want to estimate the mean of the numbers outputted by this generator. I'm convinced the ...
1
vote
1answer
88 views
Cluster analysis with skewed distibutions
For my master's thesis I would like to use different clustering algorithms to cluster municipalities (as objects) in regard to their land-use characteristics (as variables).
Analyzing my data ...
5
votes
0answers
118 views
Gigantic kurtosis?
I am doing some descriptive statistics of daily returns on stock indexes. I.e. if $P_1$ and $P_2$ are the levels of the index on day 1 and day 2, respectively, then $log_e (\frac{P_2}{P_1})$ is the ...
4
votes
1answer
113 views
Eigen-vectors and skewness
I'm doing some experiments to assess the extend to which MV skewed distributions can affect eigen-vectors (and more specifically Deming regressions).
Suppose $X=(x_i,...,x_n')$ with $x_i \in ...
0
votes
0answers
113 views
How to deal with a variable that ranges from 0 to 1 and the distribution has two spikes at these values with normal-like distribution in the middle.
I have the following setting (& would like to pick a model/or transformation that can help): dv is normally distributed continuous variable, all IVs are continuous, but one of them is the above ...
1
vote
1answer
399 views
Is Hansen's skewed-$t$ distribution the same as the skewed-$t$ distribution which is a special case of GH Distribution?
I recently studied two asymmetric t distribution both with a name of skewed-$t$. I am confused with their differences or are they actually the same?
The first one is introduced by Hansen (1994) with ...
1
vote
1answer
857 views
How can I calculate cut-off points from a normal distribution?
I'm trying to calculate the upper percentage points for the 0.99 percentile for samples drawn from a normal distribution, with a sample size of 500. How can I calculate the expected values for ...
4
votes
3answers
3k views
Why is the arithmetic mean > median on a histogram skewed to the right?
I am fairly new to statistics.
Currently I am into (histograms) medians, arithmetic mean and all the general basics.
And I came accross the fact/rule that the arithmetic mean is (always) larger than ...
12
votes
3answers
526 views
Can somebody offer an example of a unimodal distribution which has a skewness of zero but which is not symmetrical?
In May 2010 Wikipedia user Mcorazao added a sentence to the skewness article that "A zero value indicates that the values are relatively evenly distributed on both sides of the mean, typically but not ...
2
votes
0answers
1k views
The effect of skewed continuous predictors in a binary logistic regression model
I am analyzing data with a binary outcome and a variety of continuous and categorical (including dichotomous) predictor variables. My approach is to perform a binary logistic regression and to treat ...
3
votes
3answers
870 views
Closed form formula for distribution function including skewness and kurtosis?
Is there such a formula? Given a set of data for which the mean, variance, skewness and kurtosis is known, or can be measured, is there a single formula which can be used to calculate the probability ...