Article ID Journal Published Year Pages File Type
415374 Computational Statistics & Data Analysis 2008 13 Pages PDF
Abstract

In this communication, sample measures of kurtosis adapted by various software packages are compared for data from normal and non-normal populations. Further, two improved estimators of population kurtosis are proposed and their performance is compared with the currently used measures. The suggested estimators have considerably lower mean squared error (MSE) for various sampling designs in our simulation study. Two empirical examples are given to illustrate the usefulness of suggested estimators in practice.

Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
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