HoggsQs {npsm}

Hogg's Q1 and Q2.

Description

Q1 is a measure of skewness and Q2 is a measure of tail heaviness.

Usage

Q1(z)

Arguments

z

n by 1 vector

Details

Used as selector statistics in adaptive schemes. Both Q1 and Q2 are ratios. For Q1, the numerator is upper 5% mean minus the middle 50% mean, while the denominator is difference between the middle 5% mean and the lower 5% mean. For Q2, the numerator is upper 5% mean minus the lower 5% mean, while the denominator is difference between the upper 50% mean and the lower 50% mean. These statistics are not robust.

Value

Returns the calculated ratio as a numeric scalar.

Author(s)

John Kloke

References

Hogg, R. McKean, J, Craig, A (2013) Introduction to Mathematical Statistics, 7th Ed. Boston: Pearson.

See Also

hogg.test