calculate kurtosis in matlab and minitab but not same answer

3 vues (au cours des 30 derniers jours)
Amir Azadeh Ranjbar
Amir Azadeh Ranjbar le 13 Déc 2021
Modifié(e) : dpb le 13 Déc 2021
it my data
0.53767 -1.30769 -1.34989 -0.20497
1.83389 -0.43359 3.03492 -0.12414
-2.25885 0.34262 0.72540 1.48970
0.86217 3.57840 -0.06305 1.40903
0.31877 2.76944 0.71474 1.41719
Kmatlab=kurtosis(x(:,2))=1.4069
but in minitab
kurtosis(x(:,2))=-2.37
??????

Réponses (1)

dpb
dpb le 13 Déc 2021
Modifié(e) : dpb le 13 Déc 2021
Looks like Minitab uses the bias-corrected estimator with the "-3" convention applied --
K>> kurtosis(x(:,2),0)
ans =
0.63
K>> 3-2.37
ans =
0.63
K>> 0.63-3
ans =
-2.37
K>>
With the default for the optional flag default in MATLAB (==1), then you get the result you got.
See the 'Algorithms' section of the documentation for full details.
With only 5 observations and that the estimator of K uses sum((x-xBar).^4), the random variation in the estimator is quite high and I wouldn't put much faith at all i such a statistic as far as making any judgement from it.

Catégories

En savoir plus sur Financial Toolbox dans Help Center et File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by