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    Skewness and Kurtosis Ex

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    Chang Gordon

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    Skewness and Kurtosis Ex

    Uploaded by

    Chang Gordon
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    Skewness and kurtosis ex

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    1 views6 pages

    Skewness and Kurtosis Ex

    Uploaded by

    Chang Gordon

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 6

    STAT1600 Statistics: Ideas and Concepts

    Example Class 3

    • A statistic is said to be robust if it does not experience a serious change when a small proportion of the data
    set was replaced by some arbitrary values.

    – For example, median is more robust than mean.

    • Skewness and Kurtosis


    m3 m4
    Skewness = ; Kurtosis = ; Ex. Kurtosis = Kurtosis − 3.
    3/2
    m2 m22

    – Skewness is a measure of a deviation from symmetry and kurtosis is a measure of peakedness of the
    distribution.
    – The higher the kurtosis (ex. kurtosis), the higher the peak.
    – For normal distribution, Skewness = 0 and Kurtosis = 3 and Ex. Kurtosis = 0 .

    • Coefficient of Variation (CV)


    s
    CV =
    x
    where s is the sample standard deviation and x is the sample mean.

    • Normal Distribution
    99.7% of cases

    95% of cases

    68% of cases
    Relative frequency

    ! − 3" ! − 2" ! − 1" ! ! + 1" ! + 2" ! + 3"


    Scores

    – For any observation x, its standardized score z can be defined as

    x−µ
    z=
    σ

    where µ is the population mean and σ is the population standard deviation.


    – If a random variable X is normally distributed as X ∼ N(µ, σ 2 ), then its standard score Z would be a
    standard normal random variable.
    X −µ
    Z= ∼ N (0, 1)
    σ
    • An outlier is a value which is very large or very small compared to the remaining set of data. Usually, an
    observation will be classified as an outlier if it is outside the range

    Q1 − 1.5 × IQR , Q3 + 1.5 × IQR


    1. A set of 10 measurements is listed in ascending order as follows:

    −1.4 −1.2 0.3 2.5 2.5 3.2 5.6 6.8 7.1 c.

    It is known that the variance is 10.31. 10.31


    let
    Oyl if EYing
    (a) Find c.
    1 2 8
    to
    (b) Suppose x , x , . . . , x is another set of 8 measurements with mean 2.4 and variance 7.52. Find the mean
    and variance of the combined set of 18 measurements.
    2. In the following data set taken from a random sample,

    (a) calculate the coefficient of variation,


    (b) identify any possible outlier,
    (c) calculate the skewness and kurtosis,
    (d) comment on the symmetry and the peakedness of the distribution.
    (e) Does the data set look like following a normal distribution?

    7 8 12 9 9 10 15 1 14 9
    3. Given that X ∼ N (µ, σ 2 ). Find

    (a) Pr (µ − σ < X < µ + σ) ,


    (b) Pr (µ + σ < X < µ + 2σ) ,
    (c) Pr (µ + 3σ < X < ∞) .
    4. Assume Z ∼ N (0, 1) . Find the values of a and b if

    (a) Pr (Z > a) = 0.8,


    (b) Pr (|Z| > b) = 0.3.
    5. The typing speed of students follows a normal distribution with mean 40 wpm and standard deviation 5 wpm.
    Find the approximated percentage of students having typing speed within 35 wpm to 50 wpm.

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