Summary Statistics Options

Provides additional statistics to be calculated for the chosen variates.

Options

You can choose one or more of the following statistics to be calculated for the chosen variates:

Standard error of variance is calculated as:
√((N (M₄ – 4 M₁ M₃ + 6 M₁ M₁ M₂ – 3 M₁⁴)/(N-1) – (N (M₂ – M₁ M₁)/(N-1))²)/N)

Skewness is calculated as:
(M₃ – 3 M₁ M₂ + 2 M₁³) / (M₂ – M₁ M₁)^3/2

Standard error of skewness is calculated as:
√({6N×(N-1)}/{(N-2)×(N+1)×(N+3)})

Kurtosis is calculated as:
(M₄ – 4 M₁ M₃ + 6 M₁² M₂ – 3 M₁⁴)/(M₂ – M₁ M₁)² – 3

Standard error of kurtosis is calculated as:
√({24N(N-1)²}/{(N-2)(N-3)(N+5)(N+3)})
where
M_i = ∑ xⁱ / N
and
N = number of observations