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version (3.8 KB) by Antonio Trujillo-Ortiz
Mardia's multivariate skewness and kurtosis coefficients and its hypotheses testing.


Updated 02 Oct 2007

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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.

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).

-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):

Comments and Ratings (3)

M. Azim

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.


Ji Cling

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


Text was improved.

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

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 --

Text was improved.

It was added an appropriate format to cite this file.

MATLAB Release Compatibility
Created with R11
Compatible with any release
Platform Compatibility
Windows macOS Linux

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