正态样本下峰度统计量b2的分布

Distribution of the Kurtosis Statistic b 2 for Normal Samples

Biometrika · 1983
被引 265 · 同刊同年前 6%
ABS 4

中文导读

研究了正态样本峰度统计量b2的分布,利用卡方变量倒数线性函数和Wilson-Hilferty变换近似D'Agostino和Pearson给出的百分位点,并探讨了双向表残差中该统计量的矩关系。

Abstract

D'Agostino and Pearson (Biometrika, 1973) give percentage points of the distribution of (b sub 2) for independent observations from a common normal distribution. Their results can be well approximated, when the first three moments of the distribution of (b sub 2) have been determined, by fitting a linear function of the reciporcal of a chi square variable and then using the Wilson-Hilferty transformation. For residuals in the additive analysis of a two-way table, the third and fourth moments of (b sub 2) are related in almost the same way as for the homogeneous sample, which is ground for hope that the approximation will be equally good.

统计学计量经济学正态分布峰度