关于正态子样的峰度统计量的近似分布
ON AN APPROXIMATE DISTRIBUTION OF THE KURTOSIS STATISTIC FROM A NORMAL POPULATION
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摘要: 峰度统计量b2是正态性检验的重要统计量。然而,在一般情况下正态总体的峰度统计量的分布及分位点无法精确求得。本文提出了在与b2具有相同的前四阶矩的几种类型的分布中,按照五阶矩、六阶矩与b2最接近的原则寻找其近似分布和分位点的方法。Abstract: The kurtosis statisticb2 is important for the test of normality. However, it is impos- sible to get exactly the distribution and quantiles of b2 under the general assumption of normality. This paper proposes to get an approximate distribution whose first four moments are the same as that of b2, and the fifth and the sixth moments are most close to that of b2. The quantiles are computed.