Mathematics, 01.08.2020 18:01 tiwaribianca475

(Sample Statistics) Is the sample excess kurtosis is scale invariant? That is, for a random sample {Xi} n i=1, is it true that g X 2 = g Y 2 , where, ∀i ∈ {1, . . . , n}, Yi = bXi , 1 b ∈ R. Explain your answers. (Hint: remember that g X 2 = n −1 Pn i=1 Xi − X¯ 4 (sX) 4 − 3, where sX is the sample standard deviation of X.

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(Sample Statistics) Is the sample excess kurtosis is scale invariant? That is, for a random sample {...