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Power transformation of the sample kurtosis

Conference ·
OSTI ID:6228536
The distribution of the sample kurtosis from general populations are considered. In most cases, its distribution is far from normal especially small samples. Power transformations turn out to be effective in reducing its skewness to near zero and its kurtosis close to the normal value three. Four moments approximating distributions are used to approximate percentage points. Applications to simulation studies should reduce the cycle size significantly for simulation stability.
Research Organization:
Oak Ridge National Lab., TN (USA); Georgia Univ., Athens (USA)
DOE Contract Number:
AC05-84OR21400
OSTI ID:
6228536
Report Number(s):
CONF-870984-3; ON: DE87010012
Country of Publication:
United States
Language:
English

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