An Opportunity for Graphic Presentation of the Connection Between the Parameters of Statistical Distributions
AbstractIn some cases when statistical methods of examination of relations and dependences are applied to distributions which are different than normal the results are questioned. One of the reasons is that in the construction of these methods grounded are just a first initial, second central and a compound element. The measures grounded on elements of a higher order as these of asymmetry and excess are usually neglected nevertheless they carry information which in many cases is very valuable. Presented is an idea of simultaneous use of the moments from the first to the fourth order – mean value, mean quadratic digression and the coefficients of asymmetry and excess while comparing several distributions towards a single moment as well as to examine the dynamics of distributions.
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Bibliographic InfoArticle provided by Bulgarian Academy of Sciences - Economic Research Institute in its journal Economic Thought.
Volume (Year): (2008)
Issue (Month): 2 ()
Find related papers by JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- J10 - Labor and Demographic Economics - - Demographic Economics - - - General
- J13 - Labor and Demographic Economics - - Demographic Economics - - - Fertility; Family Planning; Child Care; Children; Youth
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- Tsiang, S C, 1972. "The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money," American Economic Review, American Economic Association, vol. 62(3), pages 354-71, June.
- Feldstein, Martin S, 1969. "Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection," Review of Economic Studies, Wiley Blackwell, vol. 36(105), pages 5-12, January.
- Samuelson, Paul A, 1970. "The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances, and Higher Moments," Review of Economic Studies, Wiley Blackwell, vol. 37(4), pages 537-42, October.
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