A plot that includes multiple location and spread statistics can provide useful information about the shape of a distribution, not only with respect to location and variability but also with respect ...
Although commodities do occasionally crash, in general commodity prices are positively kurtotic (fat-tailed) and positively skewed. This is in contradistinction to equity prices, which are positively ...
We show that an inequality related to Newton's inequality provides one more relation between skewness and kurtosis. This also gives simple and alternative proofs of the bounds for skewness and ...
A statistical analysis of the distribution of returns can be used to determine many key characteristics of a stock's behavior. Volatility is not the only useful measure of risk that can be determined ...
Troy Adkins has 15+ years of residential property investment analysis experience and over a decade of institutional investment consulting experience. Charlene Rhinehart is a CPA , CFE, chair of an ...
James Chen, CMT is an expert trader, investment adviser, and global market strategist. Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician ...
Kurtosis, or the fourth central moment in statistics, is commonly used to estimate the shape of the statistical distribution of a signal (or data). It is widely used for detecting non-normality in the ...