Re: [R] about comparison of KURTOSIS in package: moments and fBasics

From: Baize, Harold <HBaize_at_buttecounty.net>
Date: Tue 06 Dec 2005 - 03:32:09 EST

Thanks to Spencer Graves for providing links to explain the various types of kurtosis reported by R packages.

Spencer Graves>>(http://mathworld.wolfram.com/k-Statistic.html).

Spencer also said:

SG>>	  However, these are little used, as the estimates are known to be so 
SG>> highly variable.  It is generally preferred to transform to normality or 
SG>> to use some other distribution and then use maximum likelihood.

This advice is good if your interest is comparing models, but what if variation in kurtosis itself is your interest? I am wondering if someone could provide some direction for answering questions about differences between samples in kurtosis. There are tests of significance for means and variance. How would one test hypotheses of difference in kurtosis between samples?

Thanks in advance.

Harold Baize
Youth Services Evaluator
Butte County Department of Behavioral Health



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