| forum.alglib.net http://forum.alglib.net/ |
|
| skewness, kurtosis as compared to Excel? Different http://forum.alglib.net/viewtopic.php?f=2&t=332 |
Page 1 of 1 |
| Author: | molezam [ Fri Apr 01, 2011 6:54 pm ] |
| Post subject: | skewness, kurtosis as compared to Excel? Different |
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 |
|
| Author: | Doug Jenkins [ Sat Apr 02, 2011 5:40 am ] |
| Post subject: | Re: skewness, kurtosis as compared to Excel? Different |
The ALGLIB statistics are for the sample. Excel functions return an estimate of population value. |
|
| Page 1 of 1 | All times are UTC |
| Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group http://www.phpbb.com/ |
|