Kurtosis can be measured in more than one way. A modification of Geary's measure of kurtosis is shown to be more sensitive to kurtosis in the center of the distribution while Pearson's measure of kurtosis is more sensitive to kurtosis in the tails of the distribution. The modified Geary measure and the Pearson measure are used to define a joint test of kurtosis that has high uniform power across a very wide range of symmetric nonnormal distributions.
| Identifer | oai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-20205 |
| Date | 28 September 2002 |
| Creators | Bonett, Douglas G., Seier, Edith |
| Publisher | Digital Commons @ East Tennessee State University |
| Source Sets | East Tennessee State University |
| Detected Language | English |
| Type | text |
| Source | ETSU Faculty Works |
Page generated in 0.0018 seconds