# Tagged Questions

measures (or refers to) a degree of asymmetry in the distribution of a variable.

2answers
61 views

### Median + MAD for skewed data

I am trying to figure out what happens if you apply hampel's outlier detection technique based on the median and the MAD to data that is skewed. Apparently, the advantage of hampel's method over ...
2answers
93 views

### Do skewness and kurtosis uniquely determine type of distribution?

Inspired by this answer, I have following question: Is it enough to know just skewness and kurtosis in order to determine distribution that data comes from? Is there any theorem that implies this? ...
0answers
94 views

### High kurtosis, skewness and outliers

Currently I am working on my master this which is about excess returns (Sharpe ratio) of Asian REITs. I just transformed all the data in variables which are ready to use in SPSS. In the panel data ...
1answer
58 views

### Principal component analysis (PCA) on long-tailed data

(1) When doing PCA, do you assume the variables to be bell-shaped? Say if I have a bunch of variables, some are bell-shaped but some have characteristic long (right) tails (highly skewed and ...
1answer
72 views

### Skewness of fitted mixture not correct?

I fitted a gaussian mixture to my financial data. The values are: $\pi= 0.3$ $\mu_1= -0.01$ $\mu_2= 0.01$ $\sigma_1=0.01$ $\sigma_2=0.03$ One can see, that both single distributions have a ...
1answer
76 views

### Skewness of a mixture density

I am fitting a gaussian mixture to financial data. My mixture density is given by: $f(l)=πϕ(l;μ_1,σ^2_1)+(1−π)ϕ(l;μ_2,σ_2^2)$ I calculated the skewness of the data already. Now, I want to look at ...
1answer
88 views

### Highly skewed survey data

I've just received some survey data and I found that the results are highly positively skewed. Most of the questions were answered on a five-point Likert scale, and the mean values of many questions ...
2answers
157 views

### How to deal with extreme but “real” data, classify as outliers or no?

I have an explanatory variable, close, which is the daily close price of a firm in the stock market. The following summarizes this explanatory variable: ...
0answers
35 views

### Calibration of probabilities in online learning (real-time learning) with Vowpal Wabbit

How exactly Real-Time Learning techniques deal with the problem of skewed distribution in dependent and independent variables? I am getting acquainted with Vowpal Wabbit and face this problem. My data ...
0answers
43 views

### Skewness in robust regression

I am doing a robust regression to predicted a left-skewed outcome. Do I still need to do a transform on my data before doing robust regression, or will that issue be taken care of by the robust ...
1answer
82 views

### Modeling a outcome variable heavily skewed toward 0

I am working with a data set to model student performance with various variables from the class/school/district/provincial level. Student performance is extremely low though--~70% of reading ...
1answer
177 views

### Skew in both directions and dealing with outliers

I have a lot of wonderfully messy data (got to love the social sciences), and realized that I was not fully prepared to bear its wrath. For the record, after reading some articles regarding ANOVA, I ...
1answer
57 views

### positive skewness in simulation results

I am using simulations to make a calculation. I generate many random numbers from a distribution for each input and then I take the mean and standard deviation of the outputs. I noticed that the mean ...
1answer
202 views

### how to bootstrap p-value in ttest in Stata?

Suppose I need to run ttest bhar12=0 and the output comes as: ...
2answers
259 views

### What is coskewness and how can it be calculated?

I would like to calculate coskewness of two random variables. However I couldn't find even basic information on this matter. Is there a standard definition? How to calculate it? If not what are my ...
1answer
99 views

### How do I test for a symmetric distribution?

I collect numbers from generators that yield different ranges of whole numbers with an unknown distribution. I want to estimate the mean of the numbers outputted by this generator. I'm convinced the ...
1answer
225 views

### How to create a random variables in a simulation using skewness and kurtosis as well as average and standard deviation input?

I am curious to learn whether there are any best practises in creating random variables for a Monte Carlo simulation using input such as skewness and kurtosis information of a particular distribution. ...
1answer
88 views

### Cluster analysis with skewed distibutions

For my master's thesis I would like to use different clustering algorithms to cluster municipalities (as objects) in regard to their land-use characteristics (as variables). Analyzing my data ...
1answer
349 views

### kurtosis and skewness - descriptive statistics

I would like to describe the "peakedness" and tail "heaviness" of several skewed probability density functions. The features I want to describe, would they be called "kurtosis"? I've only seen the ...
0answers
77 views

### How can I tell whether my data is skewed due to sampling error?

I have some psychological data (N=100, 2 conditions) in which across 55 questions participants made an estimate, and then after a manipulation they made an additional estimate. I then calculated how ...
1answer
127 views

### How to handle the difference between the distribution of the test set and the training set?

I think one basic assumption of machine learning or parameter estimation is that the unseen data come from the same distribution as the training set. However, in some practical cases, the distribution ...
2answers
319 views

### Transformation to increase kurtosis and skewness of normal r.v

I'm working on an algorithm that relies on the fact that observations $Y$s are normally distributed, and I would like to test the robustness of the algorithm to this assumption empirically. To do ...
1answer
202 views

### High kurtosis and bad skewness

Is it necessary to have normalized data if you want to apply a dynamic correlation coeffient? should the explanatory variables in the dcc method also be normalized? My dataset has a high kurtosis and ...
3answers
257 views

### Choosing c such that log(x + c) would remove skew from the population

I have data for which I would like to take the log transformation before doing OLS. The data include zeros. Thus, I want to do a log(x + c). I know a traditional c to choose is 1. I am wondering ...
0answers
64 views

### Data transformations of scales

Could really do with some help from someone with more stats expertise than I have. I have some data relating to a customer survey along a range of measures which are consolidated into a number of ...
1answer
130 views

### Permutation test to test significance of skewness/kurtosis of two distributions?

To test the significance of the skewness difference between two distributions with $N_1$ and $N_2$ samples, would the following test work: Create a single array of all the samples from both ...
1answer
216 views

### Does variance predict skewness?

I am trying to get some ideas on how to test for an implicit relationship, if any, between variance and skewness. That is, given a very large data set (e.g 90 years of monthly returns), is there a ...
2answers
345 views

### Skewed variables in factor analysis

I want to do principal component analysis (factor analysis) on SPSS based on 22 variables. However, some of my variables are very skewed (skewness calculated from SPSS ranges from 2-80!!!). So here ...
1answer
518 views

### Transform continuous variables for logistic regression

I have large survey data, a binary outcome variable and many explanatory variables including binary and continuous. I am building model sets (experimenting with both GLM and mixed GLM) and using ...
1answer
47 views

### Small Sample, Low Baseline in DV, Interaction anyway?

Please assume that I have two metric independent variables (e.g., two blood parameters), and a dependent variable (e.g., a disease). On the DV, 0 represents the absence from the disease, 1 represents ...
1answer
84 views

### What is the most appropriate test for this situation?

I want to statistically test the mean difference of a continuous variable (let's call this variable 1) between four groups (nominal) in my sample. Variable 1 has a very skewed distribution. This test ...
1answer
148 views

### Skewness in dependent variable (OLS, Gauss Markov, non-normality)

Consider the time series to be estimated with OLS: $Y_t = a + \bf{X}_t\bf{b} + e_t$ where $Y_t$ is skewed, $\bf{X}_t$ is a vector of regressor values at time $t$, $\bf{b}$ is a vector of coefficient ...
2answers
404 views

### Do data transformations before factor analysis need to be consistent across different variables?

(This question continues the previous one) I am creating a questionnaire, and I have identified 3 questions which are skewed (2 positively skewed & 1 negatively skewed). I successfully ...
1answer
726 views

### Are data transformations on non-normal data necessary for an exploratory factor analysis when using the principal axis factoring extraction method?

I am developing a questionnaire to measure four factors which constitute spirituality, and I would like to ask the following question: Are data transformations on non-normal data necessary for an ...
0answers
118 views

### Gigantic kurtosis?

I am doing some descriptive statistics of daily returns on stock indexes. I.e. if $P_1$ and $P_2$ are the levels of the index on day 1 and day 2, respectively, then $log_e (\frac{P_2}{P_1})$ is the ...
2answers
399 views

### What is the correct SD to use to get a 95% CI for skewed data?

Let $X = [94, 10, 100, 100, 16, 14, 100, 100, 70, 88, 100, 100, 12, 100, 100, 58, 32, 100, 32, 36, 98, 0, 100, 100, 100]$ where $X$ are students' scores (between 0 and 100), and note many full marks! ...
1answer
219 views

### Is it necessary to log transform positively skewed DV’s even though I am using bootstrapping? [duplicate]

Possible Duplicate: In linear regression, when is it appropriate to use the log of an independent variable instead of the actual values? I am running a series of multiple mediation models. ...
1answer
113 views

### Eigen-vectors and skewness

I'm doing some experiments to assess the extend to which MV skewed distributions can affect eigen-vectors (and more specifically Deming regressions). Suppose $X=(x_i,...,x_n')$ with \$x_i \in ...
2answers
308 views

### How does Cornish-Fisher VaR (aka modified VaR) scale with time?

I have already posted this question in the quant section, maybe the statistics community is more familiar with the topic: I am thinking about the time-scaling of Cornish-Fisher VaR (see e.g.page 130 ...
0answers
113 views

### How to deal with a variable that ranges from 0 to 1 and the distribution has two spikes at these values with normal-like distribution in the middle.

I have the following setting (& would like to pick a model/or transformation that can help): dv is normally distributed continuous variable, all IVs are continuous, but one of them is the above ...
5answers
1k views

### Can I hypothesis test for skew normal data?

I have a collection of data, which I originally thought was normally distributed. Then I actually looked at it, and realised it wasn't, mostly because the data is skewed, and I also did a ...
3answers
292 views

### Mean$\pm$SD or Median$\pm$MAD to summarise a highly skewed variable?

I'm working on highly skewed data, so I'm using the median instead of the mean to summarise the central tendency. I'd like to have a measure of dispersion While I often see people reporting mean ...
1answer
289 views

### Mean squared error for data with skewed distribution

I am doing regression task and the response variables in my dataset have a skewed distribution. Say, for the sake of simplicity, that I have a model Y~X and Y(response variable) is in [1,5] but there ...
1answer
399 views

### Is Hansen's skewed-$t$ distribution the same as the skewed-$t$ distribution which is a special case of GH Distribution?

I recently studied two asymmetric t distribution both with a name of skewed-$t$. I am confused with their differences or are they actually the same? The first one is introduced by Hansen (1994) with ...
0answers
87 views

### At which extent can standardized moment be trusted in comparison to plotting data?

Motivation I am interested on using R to do data analysis on a considerable amount of data. Having to plot each time I want to observe if it fits any particular distribution by eyeball (which can be ...
1answer
857 views

### How can I calculate cut-off points from a normal distribution?

I'm trying to calculate the upper percentage points for the 0.99 percentile for samples drawn from a normal distribution, with a sample size of 500. How can I calculate the expected values for ...
3answers
3k views

### Why is the arithmetic mean > median on a histogram skewed to the right?

I am fairly new to statistics. Currently I am into (histograms) medians, arithmetic mean and all the general basics. And I came accross the fact/rule that the arithmetic mean is (always) larger than ...
1answer
96 views

### Why is the expected value of the number of trials before the first success larger than the number of trials with a 50% probability of success?

For a Bernoulli distribution with parameter p, the number of trials with a 50% probability of at least one success is about (1/p) * ln(2). But the expected value of the corresponding geometric ...
3answers
526 views

### Can somebody offer an example of a unimodal distribution which has a skewness of zero but which is not symmetrical?

In May 2010 Wikipedia user Mcorazao added a sentence to the skewness article that "A zero value indicates that the values are relatively evenly distributed on both sides of the mean, typically but not ...
1answer
302 views

### Is it allowed to use a 5% trimmed mean for analyzing data from a creativity task (quantity of ideas)?

For my research I conducted a creativity test and measured the quantity of ideas subjects had. Some people are extreme outliers as they have a lot of ideas or only 1 or 2 ideas. Intuitively I wanted ...
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