> Can anyone point me in the right direction to find some code or algorithms > that can calculate the Kurtosis and Skew of and array of number, preferably > in Pascal or C
> Thanks
-- Tim Victor tvic...@dolphin.upenn.edu Policy Research, Evaluation and Measurement Graduate School of Education University of Pennsylvania
They are called "Numerical Recipes in C" (Fortran is also available). The topics you are looking for, you can find in capter 14-1. You need "Acrobat Reader" or any other postscript viewer. Have Fun.
> Can anyone point me in the right direction to find some code or algorithms > that can calculate the Kurtosis and Skew of and array of number, preferably > in Pascal or C
>> Can anyone point me in the right direction to find some code or algorithms >> that can calculate the Kurtosis and Skew of and array of number, preferably >> in Pascal or C
the more important question is: why do you want to compute skewness and kurtosis?
Can anyone point me in the right direction to find some code or algorithms that can calculate the Kurtosis and Skew of and array of number, preferably in Pascal or C
1. The computation of accurate skewness and kurtosis values is not easy with medium to large data sets. Most commercial software does not do it correctly. As a rule of thumb, if the ratio of the square root of variance to the mean value is less than 0.01 the computed skewness and kurtosis values will have errors (i.e. LRE values may be less than 3).
2. Random sample sets from a true normal distribution, show wide ranges in skewness and kurtosis values. To my knowledge there is no known true method to determine confidence intervals about a computed skewnwss or kurtosis value from a small to medium sample. The literature gives tables based on asymototic methods for sample sets larger than 100 for normal distributions.
3. Richard A. Groeneveld "A Class of Quantile measures for Kurtosis", in the current issue of the "American Statistician" (p. 325, Nov. 1998) describes the problems with trying to make inferences based on computed fourth moment (kurtosis). He quotes Balanda and MacGillivray as stating that "the standardized fourth central moment in not a good measure of the shape of a distribution".
4. Previous discussions on EDSTAT have concluded that sample skewness and kurtosis values are of little value in determining whether the distribution is normal or not.
Yes, that is a good question , I 'm doing some image processing on different textures. I create a histogram of the pixel intensity values ,and test for Mean , Mode StdDev , Max Min ect. . But I feel the knowing the skew and kurtosis of the histogram may allow me to recognize patterns more consistently.
>>> Can anyone point me in the right direction to find some code or algorithms >>> that can calculate the Kurtosis and Skew of and array of number, preferably >>> in Pascal or C
>the more important question is: why do you want to compute >skewness and kurtosis?
>albyn
I knew someone would say that! Has anyone any experience of using L-moments, which have been proposed as a more elegant way of describing distribution shape? See
Hosking, J. R. M. Moments or L moments? Am example comparing two measures of distributional shape. The American Statistician. 1992; 46:186-189.
Has anyone ever seen them used in published research? Come to think of it, when was the last time you saw skewness or kurtosis coefficients reported?
_/_/_/ _/_/ _/_/_/ _/ Ronan M Conroy _/ _/ _/ _/ _/ _/ Lecturer in Biostatistics _/_/_/ _/ _/_/_/ _/ Royal College of Surgeons _/ _/ _/ _/ _/ Dublin 2, Ireland _/ _/ _/_/ _/_/_/ _/ voice +353 1 402 2431 rcon...@rcsi.ie fax +353 1 402 2329 _/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/ I'm not an outlier; I just haven't found my distribution yet
>But I feel the knowing the skew and kurtosis of the histogram may allow me >to recognize patterns more consistently.
I would look at a quantile-quantile plot or normal probability plot. Numeric summaries of dispersion do not allow us to see patterned departures from the expected distribution.
_/_/_/ _/_/ _/_/_/ _/ Ronan M Conroy _/ _/ _/ _/ _/ _/ Lecturer in Biostatistics _/_/_/ _/ _/_/_/ _/ Royal College of Surgeons _/ _/ _/ _/ _/ Dublin 2, Ireland _/ _/ _/_/ _/_/_/ _/ voice +353 1 402 2431 rcon...@rcsi.ie fax +353 1 402 2329 _/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/_/ I'm not an outlier; I just haven't found my distribution yet
