楼主: kittyboy
20132 6

[学科前沿] 请教:关于峰度和偏度~~~ [推广有奖]

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峰度是不是越大,分布的尖峰厚尾特性越明显吗?
还有偏度(左偏、右偏)和峰度的现实意义,一直都有些迷糊,能不能用通俗的语言解释下,
万分谢谢!!
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chxq03 发表于2楼  查看完整内容

A high kurtosis distribution has a sharper peak and longer, fatter tails, while a low kurtosis distribution has a more rounded peak and shorter thinner tails. Distributions with zero excess kurtosis are called mesokurtic, or mesokurtotic. The most prominent example of a mesokurtic distribution is the normal distribution family, regardless of the values of its parameters. A few other well-known di ...

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chxq03 在职认证  发表于 2009-11-24 09:51:01 |只看作者 |坛友微信交流群
A high kurtosis distribution has a sharper peak and longer, fatter tails, while a low kurtosis distribution has a more rounded peak and shorter thinner tails.
Distributions with zero excess kurtosis are called mesokurtic, or mesokurtotic. The most prominent example of a mesokurtic distribution is the normal distribution family, regardless of the values of its parameters. A few other well-known distributions can be mesokurtic, depending on parameter values: for example the binomial distribution is mesokurtic for .
A distribution with positive excess kurtosis is called leptokurtic, or leptokurtotic. In terms of shape, a leptokurtic distribution has a more acute peak around the mean (that is, a higher probability than a normally distributed variable of values near the mean) and fatter tails (that is, a higher probability than a normally distributed variable of extreme values). Examples of leptokurtic distributions include the Laplace distribution and the logistic distribution. Such distributions are sometimes termed super Gaussian.
The coin toss is the most platykurtic distributionA distribution with negative excess kurtosis is called platykurtic, or platykurtotic. In terms of shape, a platykurtic distribution has a lower, wider peak around the mean (that is, a lower probability than a normally distributed variable of values near the mean) and thinner tails (if viewed as the height of the probability density—that is, a lower probability than a normally distributed variable of extreme values). Examples of platykurtic distributions include the continuous or discrete uniform distributions, and the raised cosine distribution. The most platykurtic distribution of all is the Bernoulli distribution with p = ½ (for example the number of times one obtains "heads" when flipping a coin once, a coin toss), for which the kurtosis is −2. Such distributions are sometimes termed sub Gaussian.
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藤椅
donlin2008 发表于 2009-11-24 11:36:18 |只看作者 |坛友微信交流群
楼上的英语真猛!

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板凳
爱萌 发表于 2009-11-25 21:20:05 |只看作者 |坛友微信交流群
蜂度是衡量非正态的重要指标,这个指标在ICA很重要
最恨对我说谎或欺骗我的人

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报纸
hongbo2009 在职认证  发表于 2009-11-25 22:45:37 |只看作者 |坛友微信交流群
偏度是指分布不对称的方向和程度,峰度是指分布图形的尖峭程度或峰凸程度。

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地板
崔伟 发表于 2012-12-25 13:59:59 |只看作者 |坛友微信交流群
这样的问题都问,看来统计学学的不是灰常好,只是知其然更要知其所以然,还是随便拿本统计学教材好好看一看吧
,“我是一不改志,二不改行,三不改变自己的观点。”

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autenlee 发表于 2013-7-10 11:46:11 |只看作者 |坛友微信交流群
英文兄说的是比较在理的。建议看看维基百科(英文版)里的那几张图,或者用stata和eviews模拟一下,楼主就很清楚了。

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