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A new measure of kurtosis adjusted for skewness


Blest, DC, A new measure of kurtosis adjusted for skewness, Australian and New Zealand Journal of Statistics, 45, (2) pp. 175-179. ISSN 1369-1473 (2003) [Refereed Article]

DOI: doi:10.1111/1467-842X.00273


Studies of kurtosis often concentrate on only symmetric distributions. This paper identifies a process through which the standardized measure of kurtosis based on the fourth moment about the mean can be written in terms of two parts: (i) an irreducible component, about L4, which can be seen to occur naturally in the analysis of fourth moments; (ii) terms that depend only on moments of lower order, in particular including the effects of asymmetry attached to the third moment about the mean. This separation of the effect of skewness allows definition of an improved measure of kurtosis. This paper calculates and discusses examples of the new measure of kurtosis for a range of standard distributions.

Item Details

Item Type:Refereed Article
Research Division:Mathematical Sciences
Research Group:Statistics
Research Field:Statistical theory
Objective Division:Expanding Knowledge
Objective Group:Expanding knowledge
Objective Field:Expanding knowledge in the mathematical sciences
UTAS Author:Blest, DC (Associate Professor David Blest)
ID Code:27020
Year Published:2003
Web of Science® Times Cited:21
Deposited By:Mathematics
Deposited On:2003-08-01
Last Modified:2004-04-20

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