Skewness And Kurtosis Problem: Suppose We Have A Vector Of ✓ Solved
Skewness and Kurtosis Problem Suppose we have a vector of
Skewness and Kurtosis Problem Suppose we have a vector of numbers x. Give R code to compute the observed moments of x around zero of order one to four (i.e. the average of the powers one to four of the elements of x). Give R code to compute the observed moments of x around the mean of order one to four (i.e. the average of the powers one to four of the elements of x in deviations from the mean). Give R code to compute the skewness and kurtosis of x. Code Preferred format is three R functions that take the vector x as an argument and return a list or vector of results. The functions can call each other if that seems desirable. Try to avoid loops. Do not use built-in function such as mean or var, except possible for checking your results. Definitions Skewness is defined (in terms of moments around the mean) as γ1=μ3(μ2)3/2, while kurtosis is γ2=μ4μ22−3. Test on generated numbers Use built-in R functions such as rnorm(), rcauchy(), rlaplace() and rchisq() to generate random vectors (say of length 1000) to try out your code. Generate a table with skewness and kurtosis results for these four distributions.
Paper For Above Instructions
To analyze the skewness and kurtosis of a vector of numbers in R, we will define three functions: one for computing the observed moments around zero, another for computing the observed moments around the mean, and a third for calculating skewness and kurtosis. The code will make use of random number generation functions to create data sets for testing purposes. Here’s how we can implement these functionalities:
Step 1: Define Functions for Moments
First, we will create a function to compute the observed moments around zero for orders one through four:
calculate_moments_around_zero
n
moments
for (i in 1:4) {
moments[i]
}
return(moments)
}
Next, we define a function to compute the observed moments around the mean:
calculate_moments_around_mean
mean_x
n
deviations
moments
for (i in 1:4) {
moments[i]
}
return(moments)
}
Now we will create a function to calculate skewness and kurtosis:
calculate_skewness_kurtosis
m3
m2
skewness
kurtosis
return(list(skewness = skewness, kurtosis = kurtosis))
}
Step 2: Generate Random Numbers
Next, we generate random vectors and test our code. We use the functions provided to analyze various distributions:
set.seed(123) # For reproducibility
distributions
normal = rnorm(1000),
cauchy = rcauchy(1000),
laplace = rlaplace(1000),
chi_squared = rchisq(1000, df=2)
)
results
Distribution = character(),
Skewness = numeric(),
Kurtosis = numeric()
)
for (name in names(distributions)) {
x
moments_zero
moments_mean
sk_kurt
results
}
print(results)
Step 3: Generate Tables
To present the results in a Markdown table format, we can format the output as follows:
markdown_table
cat("| Distribution | Skewness | Kurtosis |\n")
cat("|---------------|----------|----------|\n")
for (i in 1:nrow(results)) {
cat(sprintf("| %s | %.3f | %.3f |\n", results$Distribution[i], results$Skewness[i], results$Kurtosis[i]))
}
}
markdown_table(results)
Conclusion
The generated table will reflect the skewness and kurtosis of the selected distributions. Skewness indicates the symmetry of the data around the mean, while kurtosis reflects the "tailedness." We can interpret these results in the context of the distributions tested, revealing important characteristics of their shapes and informative statistical properties.
References
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