Azzera filtri
Azzera filtri

calculate kurtosis in matlab and minitab but not same answer

1 visualizzazione (ultimi 30 giorni)
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
??????

Risposte (1)

dpb
dpb il 13 Dic 2021
Modificato: dpb il 13 Dic 2021
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.

Tag

Community Treasure Hunt

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

Start Hunting!

Translated by