Recent content by kimberley

  1. K

    Stationarity of Time Series: Tests

    This post may seem a bit meandering, but it does well to fully communicate my thoughts and ultimate questions. Very little of the literature on Time Series Models makes reference to what is sparsely referred to elsewhere as the "Coefficient of Error", or even R-squared/Adjusted R-squared...
  2. K

    Skewness or Kurtosis Problem?

    I've been conducting a series of natural experiments and examining their distributions for normality/departures therefrom. One distribution, in particular, resulted in a conversation with a friend and some resulting confusion about whether its primary infirmity is a skewness problem or a...
  3. K

    Mean Absolute Deviation/Standard Deviation Ratio

    I ran across an interesting statistic today while doing some research, but it was stated as a matter of fact without explanation and there appears to be a dearth of material on it. It was stated that the Mean Absolute Deviation ("MAD") of a Normal (Gaussian) Distribution is .7979 of a Normal...
  4. K

    Normal vs. LaPlace Distributions: Critical Values

    Hello all. With the standard caveat that my background is neither in math nor science, I've nonetheless been conducting some further independent study in various areas of statistics that are of interest to me. With the foregoing as background, I'm trying to appreciate the material...
  5. K

    Prediction Intervals (Critical Levels)

    Thank you I appreciate your effort.
  6. K

    Prediction Intervals (Critical Levels)

    Huh? Huh? I haven't been in school in years. I have a B.A. in Political Science. I also have a J.D. My math background is limited to high school and one college course. Thus, what's homework got to do with it? Do you have to be a math or science major to post questions on this forum, or...
  7. K

    Prediction Intervals (Critical Levels)

    Hello Enuma et als. I have a few related questions regarding Prediction Intervals for outliers (individual data points). The basic formula that I use is: Mean +/- T(-1df)*sd*sqrt(1+1/n), where Mean is the sample mean, T is the Z-score from the Student's T Distribution Table minus 1 degree of...
  8. K

    Jarque-Bera Test: Chi-Square Distribution Table

    Thanks Again Enuma Much appreciated.
  9. K

    Jarque-Bera Test: Chi-Square Distribution Table

    Hi all. Wikipedia states: "The [Jarque-Bera] statistic has an asymptotic chi-square distribution with two degrees of freedom and can be used to test the null hypothesis that the data are from a normal distribution. The null hypothesis is a joint hypothesis of both the skewness and excess...
  10. K

    Normal Distribution v. Student's T Distribution

    The "Empirical Rule" states that if your data is normally distributed, 95.45% of that data should fall within "2" standard deviations of your Mean. There doesn't appear to be any reference to sample size in the literature regarding the Empirical Rule and a Normal Distribution. By contrast...
  11. K

    Sports Illustrated Jinx : Regression to the Mean

    Prediction Interval Enuma, Thanks again. Here's a link to the formula for a Predication Interval for a single outcome--(i.e., predicting the statistical boundaries for individual residuals). http://en.wikipedia.org/wiki/Prediction_interval" Here's the ultimate formula set forth in...
  12. K

    Sports Illustrated Jinx : Regression to the Mean

    "Sports Illustrated Jinx": Regression to the Mean GENERAL BACKGROUND A few weeks ago, my uncles and others were discussing the so-called "Sports Illustrated Jinx", "Sophomore Jinx", and "Heisman Jinx". Statisticians have said that the Sports Illustrated Jinx, in particular, is not a jinx at...
  13. K

    Skew & Kurtosis: Weighting Signficance

    EnumaElish et als., Thank you. This is precisely what I was looking for and I really like the JB Test because it combines skew, kurtosis and sample size all into one. I PM'd EE with some follow-up, but thought it best to post it here as well for ease of response and edification. While the...
  14. K

    Skew & Kurtosis: Weighting Signficance

    Hello everyone. This is my first post to the forum and I'm pleased to be a member. ISSUE I have various samples, 97 in all, and they are of different sample sizes (n4...n100). All of these samples come from the same population data. The distribution of the population data is NOT normal...
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