Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Statistics and Probability
On Some Test Statistics For Testing The Population Skewness And Kurtosis: An Empirical Study, Yawen Guo
On Some Test Statistics For Testing The Population Skewness And Kurtosis: An Empirical Study, Yawen Guo
FIU Electronic Theses and Dissertations
The purpose of this thesis is to propose some test statistics for testing the skewness and kurtosis parameters of a distribution, not limited to a normal distribution. Since a theoretical comparison is not possible, a simulation study has been conducted to compare the performance of the test statistics. We have compared both parametric methods (classical method with normality assumption) and non-parametric methods (bootstrap in Bias Corrected Standard Method, Efron’s Percentile Method, Hall’s Percentile Method and Bias Corrected Percentile Method). Our simulation results for testing the skewness parameter indicate that the power of the tests differs significantly across sample sizes, the …