calculate kurtosis in matlab and minitab but not same answer

5 次查看(过去 30 天)
it my data
0.53767 -1.30769 -1.34989 -0.20497
1.83389 -0.43359 3.03492 -0.12414
-2.25885 0.34262 0.72540 1.48970
0.86217 3.57840 -0.06305 1.40903
0.31877 2.76944 0.71474 1.41719
Kmatlab=kurtosis(x(:,2))=1.4069
but in minitab
kurtosis(x(:,2))=-2.37
??????

回答(1 个)

dpb
dpb 2021-12-13
编辑:dpb 2021-12-13
Looks like Minitab uses the bias-corrected estimator with the "-3" convention applied --
K>> kurtosis(x(:,2),0)
ans =
0.63
K>> 3-2.37
ans =
0.63
K>> 0.63-3
ans =
-2.37
K>>
With the default for the optional flag default in MATLAB (==1), then you get the result you got.
See the 'Algorithms' section of the documentation for full details.
With only 5 observations and that the estimator of K uses sum((x-xBar).^4), the random variation in the estimator is quite high and I wouldn't put much faith at all i such a statistic as far as making any judgement from it.

类别

Help CenterFile Exchange 中查找有关 Financial Toolbox 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by