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molezam
 Post subject: skewness, kurtosis as compared to Excel? Different
PostPosted: Fri Apr 01, 2011 6:54 pm 
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Joined: Fri Apr 01, 2011 6:48 pm
Posts: 1
Hi,
on your basestat_d_base example for data points:
0,1,4,9,16,25,36,49,64,81
you get:
skewness=0.5751
kurtosis=-1.2666

but excel (using SKEW() and KURT()) gets:
skewness=0.7987
kurtosis=-0.55611

Why is it different?
Thanks
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Doug Jenkins
 Post subject: Re: skewness, kurtosis as compared to Excel? Different
PostPosted: Sat Apr 02, 2011 5:40 am 
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Joined: Sun May 16, 2010 11:42 pm
Posts: 63
The ALGLIB statistics are for the sample. Excel functions return an estimate of population value.

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