IDEAS home Printed from https://ideas.repec.org/a/bla/anzsta/v45y2003i2p175-179.html
   My bibliography  Save this article

A New Measure of Kurtosis Adjusted for Skewness

Author

Listed:
  • David C. Blest

Abstract

Studies of kurtosis often concentrate on only symmetric distributions. This paper identifies a process through which the standardized measure of kurtosis based on the fourth moment about the mean can be written in terms of two parts: (i) an irreducible component, about L4, which can be seen to occur naturally in the analysis of fourth moments; (ii) terms that depend only on moments of lower order, in particular including the effects of asymmetry attached to the third moment about the mean. This separation of the effect of skewness allows definition of an improved measure of kurtosis. This paper calculates and discusses examples of the new measure of kurtosis for a range of standard distributions.

Suggested Citation

  • David C. Blest, 2003. "A New Measure of Kurtosis Adjusted for Skewness," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 45(2), pages 175-179, June.
    • Handle: RePEc:bla:anzsta:v:45:y:2003:i:2:p:175-179
    DOI: 10.1111/1467-842X.00273
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/1467-842X.00273
    Download Restriction: no
    File URL: https://libkey.io/10.1111/1467-842X.00273?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Rosaria Simone, 2022. "On finite mixtures of Discretized Beta model for ordered responses," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 828-855, September.
    2. Claudio Giovanni Borroni & Lucio De Capitani, 2022. "Some measures of kurtosis and their inference on large datasets," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(4), pages 573-607, December.
    3. Dragan Đorić & Emilija Nikolić-Đorić & Vesna Jevremović & Jovan Mališić, 2009. "On measuring skewness and kurtosis," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(3), pages 481-493, May.
    4. Izquierdo, Alejandro & Llopis, Jimena & Muratori, Umberto & Ruiz, José Juan, 2016. "In Search of Larger Per Capita Incomes: How To Prioritize across Productivity Determinants?," IDB Publications (Working Papers) 7511, Inter-American Development Bank.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:anzsta:v:45:y:2003:i:2:p:175-179. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=1369-1473 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.