• Communications for Statistical Applications and Methods
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• v.22 no.4
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• pp.361-375
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• 2015

A measure of skewness and kurtosis is proposed to test multivariate normality. It is based on an empirical standardization using the scaled residuals of the observations. First, we consider the statistics that take the skewness or the kurtosis for each coordinate of the scaled residuals. The null distributions of the statistics converge very slowly to the asymptotic distributions; therefore, we apply a transformation of the skewness or the kurtosis to univariate normality for each coordinate. Size and power are investigated through simulation; consequently, the null distributions of the statistics from the transformed ones are quite well approximated to asymptotic distributions. A simulation study also shows that the combined statistics of skewness and kurtosis have moderate sensitivity of all alternatives under study, and they might be candidates for an omnibus test.

• Wind and Structures
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• v.36 no.6
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• pp.393-404
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• 2023

Skewness and kurtosis are important higher-order statistics for simulating non-Gaussian wind pressure series on low-rise buildings, but their predictions are less studied in comparison with those of the low order statistics as mean and rms. The distribution gradients of skewness and kurtosis on roofs are evidently higher than those of mean and rms, which increases their prediction difficulty. The conventional artificial neural networks (ANNs) used for predicting mean and rms show unsatisfactory accuracy in predicting skewness and kurtosis owing to the limited capacity of shallow learning of ANNs. In this work, the deep neural networks (DNNs) model with the ability of deep learning is introduced to predict the skewness and kurtosis on a low-rise building. For obtaining the optimal generalization of the DNNs model, the hyper parameters are automatically determined by Bayesian Optimization (BO). Moreover, for providing a benchmark for future studies on predicting higher order statistics, the data sets for training and testing the DNNs model are extracted from the internationally open NIST-UWO database, and the prediction errors of all taps are comprehensively quantified by various error metrices. The results show that the prediction accuracy in this study is apparently better than that in the literature, since the correlation coefficient between the predicted and experimental results is 0.99 and 0.75 in this paper and the literature respectively. In the untrained cornering wind direction, the distributions of skewness and kurtosis are well captured by DNNs on the whole building including the roof corner with strong non-normality, and the correlation coefficients between the predicted and experimental results are 0.99 and 0.95 for skewness and kurtosis respectively.

• Communications for Statistical Applications and Methods
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• v.27 no.5
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• pp.501-510
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• 2020

Mardia (Biometrika, 57, 519-530, 1970) defined measures of multivariate skewness and kurtosis. Based on these measures, omnibus test statistics of multivariate normality are proposed using normalizing transformations. The transformations we consider are normal approximation and a Wilson-Hilferty transformation. The normalizing transformation proposed by Enomoto et al. (Communications in Statistics-Simulation and Computation, 49, 684-698, 2019) for the Mardia's kurtosis is also considered. A comparison of power is conducted by a simulation study. As a result, sum of squares of the normal approximation to the Mardia's skewness and the Enomoto's normalizing transformation to the Mardia's kurtosis seems to have relatively good power over the alternatives that are considered.

• Communications for Statistical Applications and Methods
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• v.30 no.4
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• pp.423-435
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• 2023

The Jarque and Bera (1980) statistic is one of the well known statistics to test univariate normality. It is based on the sample skewness and kurtosis which are the sample standardized third and fourth moments. Desgagné and de Micheaux (2018) proposed an alternative form of the Jarque-Bera statistic based on the sample second power skewness and kurtosis. In this paper, we generalize the statistic to a multivariate version by considering some data driven directions. They are directions given by the normalized standardized scaled residuals. The statistic is a modified multivariate version of Kim (2021), where the statistic is generalized using an empirical standardization of the scaled residuals of data. A simulation study reveals that the proposed statistic shows better power when the dimension of data is big.

• Communications for Statistical Applications and Methods
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• v.28 no.5
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• pp.463-475
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• 2021

Desgagné and de Micheaux (2018) proposed an alternative univariate normality test to the Jarque-Bera test. The proposed statistic is based on the sample second power skewness and kurtosis while the Jarque-Bera statistic uses sample Pearson's skewness and kurtosis that are the third and fourth standardized sample moments, respectively. In this paper, we generalize their statistic to a multivariate version based on orthogonalization or an empirical standardization of data. The proposed multivariate statistic follows chi-squared distribution approximately. A simulation study shows that the proposed statistic has good control of type I error even for a very small sample size when critical values from the approximate distribution are used. It has comparable power to the multivariate version of the Jarque-Bera test with exactly the same idea of the orthogonalization. It also shows much better power for some mixed normal alternatives.

• The Korean Journal of Applied Statistics
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• v.17 no.3
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• pp.507-518
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• 2004

Malkovich & Afifi (1973) generalized the univariate skewness and kurtosis to test a hypothesis of multivariate normality by use of the union-intersection principle. However these statistics are hard to compute for high dimensions. We propose the approximate statistics to them, which are practical for a high dimensional data set. We also compare the proposed statistics to Mardia(1970)'s multivariate skewness and kurtosis by a Monte Carlo study.

• Journal of the Korean Data and Information Science Society
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• v.28 no.5
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• pp.959-970
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• 2017

In this study, we propose bivariate skewness and kurtosis statistics and suggest a surface plot that can visually implement bivariate data containing the correlation coefficient. The skewness statistic is expressed in the form of a paired real values because this represents the skewed directions and degrees of the bivariate random sample. The kurtosis has a positive value which can determine how thick the tail part of the data is compared to the bivariate normal distribution. Moreover, the surface plot implements bivariate data based on the quantile vectors. Skewness and kurtosis are obtained and surface plots are explored for various types of bivariate data. With these results, it has been found that the values of the skewness and kurtosis reflect the characteristics of the bivariate data implemented by the surface plots. Therefore, the skewness, kurtosis and surface plot proposed in this paper could be used as one of valuable descriptive statistical methods for analyzing bivariate distributions.

• Nuclear Engineering and Technology
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• v.56 no.9
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• pp.3775-3784
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• 2024

In this study, a skewness estimation method (SEM) and kurtosis estimation method (KEM) are introduced to determine the number of inactive cycles in Monte Carlo eigenvalue calculations. The SEM and KEM can determine the number of inactive cycles on the basis that fully converged fission source distributions may follow normal distributions without asymmetry or outliers. Two convergence criteria values and a minimum cycle length for the SEM and KEM were determined from skewness and kurtosis analyses of the AGN-201K benchmark and 1D slab problems. The SEM and KEM were then applied to two OECD/NEA slow convergence benchmark problems to evaluate the performance and reliability of the developed methods. Results confirmed that the SEM and KEM provide appropriate and effective convergence cycles when compared to other methods and fission source density fraction trends. Also, the determined criterion value of 0.5 for both ε₁ and ε₂ was concluded to be reasonable. The SEM and KEM can be utilized as a new approach for determining the number of inactive cycles and judging whether Monte Carlo tally values are fully converged. In the near future, the methods will be applied to various practical problems to further examine their performance and reliability, and optimization will be performed for the convergence criteria and other parameters as well as for improvement of the methodology for practical usage.

• International Journal of Reliability and Applications
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• v.8 no.1
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• pp.1-16
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• 2007

In this paper, we derive exact explicit expressions for the triple and quadruple moments of the lower record values from inverse the Weibull (IW) distribution. Next, we present and calculate the coefficients of the best linear unbiased estimates of the location and scale parameters of IW distribution (BLUEs) for different choices of the shape parameter and records size. We then use the higher order moments and the calculated BLUEs to compute the mean, variance, and the coefficients of skewness and kurtosis of certain linear functions of lower record values. By using the coefficients of the skewness and kurtosis, we develop approximate confidence intervals for the location and scale parameters of the IW distribution using Edgeworth approximate values and then compare them with the corresponding intervals constructed through Monte Carlo simulations. Finally, we apply the findings of the paper to some simulated data.

• Proceedings of the Korea Water Resources Association Conference
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• 2015.05a
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• pp.239-239
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• 2015

This study presents a bivariate extension of the goodness-of-fit measure for regional frequency distributions developed by Hosking and Wallis [1993] for use with the method of L-moments. Utilising the approximate joint normal distribution of the regional L-skewness and L-kurtosis, a graphical representation of the confidence region on the L-moment diagram can be constructed as an ellipsoid. Candidate distributions can then be accepted where the corresponding the oretical relationship between the L-skewness and L-kurtosis intersects the confidence region, and the chosen distribution would be the one that minimises the Mahalanobis distance measure. Based on a set of Monte Carlo simulations it is demonstrated that the new bivariate measure generally selects the true population distribution more frequently than the original method. An R-code implementation of the method is available for download free-of-charge from the GitHub code depository and will be demonstrated on a case study of annual maximum series of peak flow data from a homogeneous region in Italy.