Fwd: Business and Economic Statistics Section: RE:Kurtosis analysis literature

[pam@ime.usp.br]

Essa conversa pode ser util. A ASA nao tem rede de discussao, mas  
algumas secoes tem. Estritamente estatistica.

Pedro



	RE:Kurtosis analysis literature

	 From:		 David Hoaglin
	 To: 		 Business and Economic Statistics Section
	 Posted:		 April 26, 2012 2:37 PM
	 Subject:		 RE:Kurtosis analysis literature
	 Message:

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	 Dear Alexandra,

I'm not sure what you mean by "kurtosis analysis."  It is usually
difficultto get a satisfactory understanding of distribution shape in
data by examining the sample kurtosis and other measures based on
moments (such as the sample skewness).

Among the more-effectiveapproaches are ones based on quantiles,
especially plots such a quantile-quantile plots.  The basic reference
for Q-Q plots is this paper:
Wilk, M.B., and Gnanadesikan, R. Probability plottingmethods for the
analysis of data.  Biometrika, 55 (1968), 1-17.
Some other uses of quantilesare discussed in Chapter 10 of the book
Exploring Data Tables, Trends, and Shapes (D. C. Hoaglin, F.
Mosteller, and J. W. Tukey, eds.).  Wiley, 1985.

-------------------------------------------
David Hoaglin
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-------------------------------------------
Original Message:
Sent: 04-25-2012 14:01
From: Alejandra Trejo
Subject: Kurtosis analysisliterature

This message has been cross posted to the following eGroups: Business
and EconomicStatistics Section and Young Professionals Group .
-------------------------------------------

Dear all,

Since this is my very first post, I will be very thankful if you can
mentionsome Kurtosis analysis literature, preferred on microeconomics
and customer behave.

Sincerely,

-------------------------------------------
Alejandra Trejo
Graduate Student
Sapienza University
-------------------------------------------

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----- End forwarded message -----

Pedro Morettin <pam@ime.usp.br>