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Higher order moments: skewness, kurtosis, etc.

Several statistics may be used to summarise the shape of distribution function. There are two parameters called the Skewness (third moment) and Kurtosis (fourth moment) which describe the degree of symmetry in the variable distribution and the relative peakedness/flatness of a distribution respectively. These parameters are described in the Numerical Recipes [], p. 500, and in von Storch and and Zwiers (1999) [], p. 32.



 

David Stephenson
2000-09-02