Using the studentized range to assess kurtosis

Because it is easy to compute from three common statistics (minimum, maximum, standard deviation) the studentized range is a useful test for non-normality when the original data are unavailable. For samples from symmetric populations, the studentized range allows an assessment of kurtosis with Type I and II error rates similar to those obtained from the moment coefficients.

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Year of publication:	2005
Authors:	Tracy, Ronald ; Doane, David
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 32.2005, 3, p. 271-280
Publisher:	Taylor & Francis Journals
Subject:	EDA \| Studentized range \| kurtosis \| skewness \| normality

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005458142