Exer

ciseonMoment
sSkewnessandKur
tosi
s

Exer
cise#1:
Thef
ir
stf
ourr
awmoment
sofadi
str
ibut
ionaboutt
heor
igi
noft
hev
ari
abl
e
ar
e2.
5,21,
166and1132.Cal
cul
ateal
lcent
ral
moment
s,SD,
1and2.

Sol
uti
on#01:
Herewearegi
ven,
'
μ1=2.5,μ2=21,μ'
'
3
andμ'
=166, 4
=1132
Youareaskedt ofindal l
centr
almoment sand1and2.
Therel
ati
onshipbet weenr awandcent r
almomentsareasf
oll
ows:
' '2
μ2=μ2- μ1
' 3
μ3=μ3- 3μ'μ'+2μ'1
2 1
2 4
and μ4=μ'4
- 4μ'μ'+6μ'
3 1
μ'-
2 1
3μ'1
[
Nowputthevalueofrawmomentsyouwill
getcentr
almoment
s]
Youwi
l
lget, μ2=14.75,μ3=39.
75,and μ4=142.3125

Si
nceμ2i
sthev
ari
anceoft
hedi
str
ibut
ion,
soSDi
s μ2 = 14.
75=3.
8406

Agai
n,putt
hev alueofcent
ral
moment
stof
ind1and2,
uset
hef
ormul
a,
2
μ μ4
β1= 3
3, β =
μ2 2 μ22
Youwi
ll
get
,1=0.
4923and2=0.
6541
I
fyouar
easkedt
ocommentontheshapeoft
hedi
str
ibut
ion,
itwi
l
l,

Her
e,γ1=+ β1 = 0.
4923=0.
7016

and γ2=β2-
3=0.
6541-
3= -
2.3459
Comment :
Since1isposi
tiv
e,t
hedi
str
ibut
ioni
sposi
ti
vel
yskewed,
and
2isnegat
ive,
the
di
str
ibut
ionispl
atykurt
ic.

Exer
cise#2:
Thef
ir
stf
ourmoment
sofadi
str
ibut
ionaboutt
hev
alue4oft
hev
ari
abl
ear
e-
1.5, 17,-
30and108.Findthemomentsaboutmean,1and2.Al
sofindthemomentsabout
theor igi
n.
Sol uti
on#2:
Firstofall,
youhavetounderst
andthemeani
ngofmoment sabout4, i
tmeanst
hatyou
hav et ot
akedevi
ati
onofal l
obser
vati
onsf
rom t
hevalue4tofindthemoments,
i.
e.,
1
μ'
r
(4)
= ∑
n
(
x-
r
4) ;
r=1,
2,3,
4,……

1 r1 r
Consi
[ der
,rawmoment
saboutzer
o,i
. ,μ'
e. = ∑(
x-0)= ∑x,her
e,dev
iat
iont
akenf
rom
r n n
zer
o,
 r
1 ̅
I
ncaseofcent
ral
moment
s,dev
iat
iont
akenf
rom ar
it
hmet
icmean,
i.
e. x-x)]
,μr= ∑(
n
Fr
om thepr
operti
esofmoments,
itisknownt
hatt
hecentr
almomentsarei
ndependentof
or
igi
nbutdependsonthescal
eofthemeasur
ements.Her
eori
ginshi
ft
edbutnotscal
e,
or
igi
nisshi
ft
edby4.
2
So,μ2=μ'
2(
4)
-μ'
(1(
4)
(
)=17-- 5)
1. 2
=14.
75

3
μ3=μ'
3(
4)
-3μ'4) 1(
2(
μ'
μ'4)+2(1(
4)
)=39.
75

2 4
and μ4=μ'
4(
4)
-4μ' μ'4)+6μ'
4) 1(
3(
μ'4))-
(
4) 1(
2(
3(μ'
1(
4)
)=142.
3125

Her
efi
rstr
awmomentaboutzer
ois
1
μ' = ∑x
1 n
1 1 1 1 1
μ'
1(
=
4) n
(
x-∑
4)
= x
n n∑ ∑ ∑
- 4= x- ×n×4=μ'
n n 1
-4

μ'
1
= μ'
1(
4)
+4=-1.
5+4=2.
5
2
μ'
2
=μ2+μ'1=21
3
μ'
3
=μ3+3μ' μ'-
2 1
2μ'1=166
2 4
andμ'4
= μ4+4μ' μ'-
3 1
6μ'μ' +3μ'1=1132
2 1
Her
emeani sμ'1
=4,
μ2 μ
β1= 3
3, β = 4
μ2 2 μ2
2
Youwi
l
lget
,1=0.
4923and2=0.
6541

Exerci
se#3:
TheSDofadist
ri
buti
onis3.Whatmustbet
heval
ueoffourt
hmomentaboutt
hemeanin
ordert
hatt
hedi
str
ibut
ionbemesokur
ti
c?Whatmustbetheval
ueoft
hir
dmomentabout
themeanWhen1ofthedist
ri
buti
onis1.
5?
Soluti
on:Heret
her
earet
wopr obl
ems:
i
)y ouaregi
ven,
SD=3,Di
stri
buti
onismesokur
ti
c,i
.e.
,β2=3
Youhav
etodeter neμ4.
mi
i
i)y
ouaregi
ven,SD=3,β1=1.
5.det
ermi
net
hev
alueofμ3.
μ
Now,
i)as β2= 4 ,
μ2
2
μ4= β2×μ2
2
=3×81=243 ;|μ2=32=9
μ2
)As β1= 3
i
i ,
μ3
2
μ3= β1×μ3
2
5×93
= 1.

Exer
cise#4:
1.Foradi stribut
ion,t
hemeani s10,v
ariancei
s16,
1is+1,
and2is4.Obtai
nfi
rstf
our
moment saboutt heor i
gin.Commentupont henatur
eofthedi
str
ibut
ion.
[
Ans.10, 116,1544, 23184]
Sol
uti
on:Herey ouaregiven,
'
μ1=10,μ2=16, 1
=1,and β2=4
Youhavetodet
ermi
neallmoment saboutzer
o.
' '2
Fi
rstuset
hefor
mul μ1,
a μ2=μ2- f
rom her
edeter
minet
hev
alueofμ'
2
.

μ2
ouknowγ1= β1 = 3
Asy =1,
μ3
2

So,β1=1,i.
e.,μ2
3
= μ3
2
,f
rom heredetermi
net
hevalueofμ3
μ
Againyouar
egiv
en, β2=4,i.
e.,β2= 4 =4, μ4= 4μ2,f
rom her
edet
ermi
net
hev
alueof
μ2
2
2

μ4
Uset
her el
ati
onshi
pbetweenmoment st of
indt
hemoment
saboutt
heor
igi
n
' 2
'
μ2=μ2+μ1
3
μ'
3
=μ3+3μ' μ'-
2 1
2μ'1
2 4
andμ'
4
= μ4+4μ'μ'-
3 1
6μ'μ' +3μ'1
2 1

Exerci
se#5:
Calcul
atet
hef
ir
stf
ourmoment
soft
hef
oll
owi
ngdi
str
ibut
ionaboutt
hemeanandhence
f
ind1and2.
X: 52-54 54-56 56-58 58-60 60-62 62-64 64-66
f
: 2 5 12 18 39 15 9

Solut
ion:[
Hint
s:Atf
ir
stf
indal
lfourr
awmoment
s,t
hencent
ral
moment
s,andt
hen1and
2.
1 r
For
mul
a:r
-t
hrawmoment
saboutt
heor
i n,μ'
gi = ∑f
x
r n
Cent
ralmoment scanbecal culatedbyusi
ngt
hef
oll
owi
ngr
elat
ionshi
ps
' '2
μ2=μ2- μ1
3
μ3=μ'3
-3μ'μ'+2μ'1
2 1
2 4
and μ4=μ'4
-4μ' μ'+6μ'
3 1
μ'-
2 1
3μ'1
μ2 μ
β1= 33, β = 4 ]
μ2 2 μ22
Cl
ass f x f
x x2
f x3
f x4
f
52 54 2 53 106 5618 297754 15780962
54 56 5 55 275 15125 831875 45753125
56 58 12 57 684 38988 2222316 126672012
58 60 18 59 1062 62658 3696822 218112498
60 62 39 61 2379 145119 8852259 539987799
62 64 15 63 945 59535 3750705 236294415
64 66 9 65 585 38025 2471625 160655625
al 100
Tot 6036 365068 22123356 1343256436