Message-ID: <42934D5D.8080801@jura.uni-hamburg.de>
Date: 2005-05-24T15:50:53Z
From: Dirk Enzmann
Subject: skewness and kurtosis in e1071 correct?
In-Reply-To: <200505231008.j4NA4dAx005148@hypatia.math.ethz.ch>
My last question to the R list is another example of asking too fast
before reading (sorry). But by the way and because it might be
interesting for others, an answer can be found in:
Joanes, D. N. & Gill, C. A. (1998) Comparing measures of sample skewness
and kurtosis. Journal of the Royal Statistical Society (Series D): The
Statistician 47 (1), 183?189.
The measures discussed in this article are:
g1 : skewness as defined in formula (3) of my mail (and in STATA)
G1 : skewness as defined in formula (5) of my mail (and in SAS, SPSS,
and EXCEL)
b1 : skewness as defined in the package e1071 (and in MINITAB and BMDP)
g2 : kurtosis as defined in formula (4) of my mail (and in STATA)
G2 : kurtosis as defined in formula (6) of my mail (and in SAS, SPSS,
and EXCEL)
b2 : kurtosis as defined in the package e1071 (and in MINITAB and BMDP)
------------------------
Off topic: I don't know why the thread of these mails are not included
in the correct thread.
Dirk
--
*************************************************
Dr. Dirk Enzmann
Institute of Criminal Sciences
Dept. of Criminology
Edmund-Siemers-Allee 1
D-20146 Hamburg
Germany
phone: +49-040-42838.7498 (office)
+49-040-42838.4591 (Billon)
fax: +49-040-42838.2344
email: dirk.enzmann at jura.uni-hamburg.de
www:
http://www2.jura.uni-hamburg.de/instkrim/kriminologie/Mitarbeiter/Enzmann/Enzmann.html