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Mskekur

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Mskekur

by Antonio Trujillo-Ortiz

 

29 May 2003 (Updated 02 Oct 2007)

Mardia's multivariate skewness and kurtosis coefficients and its hypotheses testing.

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Description

Calculates the Mardia's multivariate skewness and kurtosis coefficients as well as their corresponding statistical tests. For large sample size the multivariate skewness is asymptotically distributed as a Chi-square random variable; here it is corrected for small sample size. Likewise, the multivariate kurtosis it is distributed as a unit-normal.

Inputs:
X - multivariate data matrix [Size of matrix must be n(data)-by-p (variables)].
c - normalizes covariance matrix by n (c=1[default]) or by n-1 (c~=1)
alpha - significance level (default = 0.05).

Outputs:
-Complete statistical analysis table of both multivariate Mardia's skewness and kurtosis.
-Chi-square quantile-quantile (Q-Q) plot of the squared Mahalanobis distances of the observations from the mean vector.
-The file ask you whether or not are you interested to label the n data points on the Q-Q plot:
Are you interested to explore all the n data points? (y/n):

Required Products Statistics Toolbox
MATLAB release MATLAB 5.3 (R11)
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Comments and Ratings (3)
01 Nov 2007 Ji Cling

Shame on you.
Self downloading 1000ths of times to get to the top of the rank.

01 Nov 2007 Michael Hamman

My Dear Ji Cling,
 
Regularly I visit this FEX site in which excellent contributions for the fast solution of diverse types of problems in several disciplines have been given. The accusation that you are causing is very delicate. I do not know you. Neither the authors. We known them only by the references given in their author page. Only what I believe is in the quality of ethics of each one of them and ours. We are serious people dedicated to our work in the most diverse specialties. To be certain what you say. Then not alone this author does cheating but also all the others. Even you, that in principle, I think you are not signing with your true name. Finally, or really the community are honestly dawnloaded the m-files or finally someone are doing a very bad play. This because there exists a lack of control on this.

Best Wishes.

Mike

12 Sep 2008 M. Azim  
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Updates
05 Jun 2003

It was added an appropriate format to cite this file.

15 Aug 2005

Text was improved.

01 Oct 2007

Version 2.0. Copyright. September 30, 2007
-- This new version normalizes covariance matrix by n or n-1 (n=number of observations).
The previous version 1.0, normalized covariance matrix only by n-1 --

01 Oct 2007

Chi-square Q-Q plot of the squared Mahalanobis distances of the observations from the mean vector and the n point labels were added.

02 Oct 2007

Text was improved.

Tag Activity for this File
Tag Applied By Date/Time
statistics Antonio Trujillo-Ortiz 22 Oct 2008 07:02:18
probability Antonio Trujillo-Ortiz 22 Oct 2008 07:02:18
mardias coefficients Antonio Trujillo-Ortiz 22 Oct 2008 07:02:18
multivariate skewness Antonio Trujillo-Ortiz 22 Oct 2008 07:02:18
multivariate kurtosis Antonio Trujillo-Ortiz 22 Oct 2008 07:02:18

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