哪种偏度和峰度的度量方法是最好的？

Which measures of skewness and kurtosis are best?

作者信息

Royston P

机构信息

Department of Medical Physics, Royal Postgraduate Medical School, London, U.K.

出版信息

Stat Med. 1992 Feb 15;11(3):333-43. doi: 10.1002/sim.4780110306.

DOI:10.1002/sim.4780110306

PMID:1609174

Abstract

Indices of distributional shape based on linear combinations of order statistics have recently been described by Hosking. Their usefulness as tools for practical data analysis is examined. They are found to have several advantages over the conventional indices of skewness and kurtosis (square root of b1 and b2) and no serious drawbacks. It is proposed, therefore, that they should replace square root of b1 and b2 in routine data analysis. To implement this suggestion, action by the developers of standard statistical software is needed.

摘要

霍斯金最近描述了基于顺序统计量线性组合的分布形状指标。对其作为实际数据分析工具的实用性进行了检验。发现它们相对于传统的偏度和峰度指标（b1和b2的平方根）有几个优点，并且没有严重的缺点。因此，建议在常规数据分析中用它们取代b1和b2的平方根。要实施这一建议，标准统计软件的开发者需要采取行动。