Date: May 24, 2013 1:39 PM
Subject: Skewness and kurtosis p-values
I calculate the skewness and the kurtosis from a set of real numbers
(distribution unknown) using the formulas:
I usually need to check whether the calculated skewness and kurtosis are
in good agreement with the expected values for a normal or uniform
distribution; I need a p-value.
I'm trying to replicate (via simulation) the p-values (alpha) presented
in that site, but I get different values. For example, for n= 7 and
alpha= 0.1, for the skewness I get 1.169 instead of 1.307.
For the skewness I do the following:
1) generate a random number x_i in N(0,1)
2) if x_i < 0 discard the number
3) for n= 7 I do the above steps until i = 1428571
4) calculate the 95th percentile (for alpha= 0.1) of the x's.
Does anybody know where I could be wrong?