Moments or L Moments? An Example Comparing Two Measures of Distributional Shape

The shape of a probability distribution is often summarized by the distribution's skewness and kurtosis. However, alternative measures of skewness and kurtosis based on L moments quantify deviations from the Normal distribution in a way that is more concordant with the powers of goodness-of-fit...

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Veröffentlicht in:	The American statistician 1992-08, Vol.46 (3), p.186-189
1. Verfasser:	Hosking, J. R. M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Distribution theory Exact sciences and technology Kurtosis Mathematical models Mathematical moments Mathematics Probability Probability and statistics Sample size Sciences and techniques of general use Significance level Skewed distribution Skewness Statistics Symmetry
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Beschreibung
Zusammenfassung:	The shape of a probability distribution is often summarized by the distribution's skewness and kurtosis. However, alternative measures of skewness and kurtosis based on L moments quantify deviations from the Normal distribution in a way that is more concordant with the powers of goodness-of-fit tests of Normality.
ISSN:	0003-1305 1537-2731
DOI:	10.1080/00031305.1992.10475880