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Kurtosis

Kurtosis. SAS. Need to add code and output from the other programs associated with this lesson. *Kurtosis- T.sas ; *************************************************************** options formdlim ='-' pageno =min nodate ; TITLE 'T ON 9 DF, T COMPUTED ON EACH OF 500,000 SAMPLES ';

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Kurtosis

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  1. Kurtosis SAS

  2. Need to add code and output from the other programs associated with this lesson.

  3. *Kurtosis-T.sas; *************************************************************** options formdlim='-' pageno=min nodate; TITLE 'T ON 9 DF, T COMPUTED ON EACH OF 500,000 SAMPLES'; TITLE2 'EACH WITH 10 SCORES FROM A STANDARD NORMAL POPULATION'; run; DATA T9; DROP N; DO SAMPLE=1 TO 500000; DO N=1 TO 10; X=NORMAL(0); OUTPUT; END; END; PROCMEANS NOPRINT; OUTPUT OUT=TS T=T; VAR X; BY SAMPLE; PROCMEANS MEAN STD N KURTOSIS; VAR T; run;

  4. Student’s t on 9 df

  5. DATA T16; DROP N; DO SAMPLE=1 TO 500000; DO N=1 TO 17; X=NORMAL(0); OUTPUT; END; END; PROCMEANS NOPRINT; OUTPUT OUT=TS T=T; VAR X; BY SAMPLE; TITLE 'T ON 16 DF, SAMPLING DISTRIBUTION OF 500,000 TS'; run; PROCMEANS MEAN STD N KURTOSIS; VAR T; run;

  6. DATA T28; DROP N; DO SAMPLE=1 TO 500000; DO N=1 TO 29; X=NORMAL(0); OUTPUT; END; END; PROCMEANS NOPRINT; OUTPUT OUT=TS T=T; VAR X; BY SAMPLE; TITLE 'T ON 28 DF, SAMPLING DISTRIBUTION OF 500,000 TS'; run; PROCMEANS MEAN STD N KURTOSIS; VAR T; run;

  7. *Kurtosis_Beta2.sas; *Illustrates the computation of population kurtosis; *Using data from the handout Skewness, Kurtosis, and the Normal Curve; dataA; do s=1 to 20; X=5; output; X=15; output; end; *Creates distribution with 20 scores of 5 and 20 of 15; dataZA; set A; Z=(X-10)/5; Z4A=Z**4; *Changes score to z scores and then raises them to the 4th power; procmeans mean; var Z4A; run; *Finds the mean (aka ‘expected value’) of z**4; 2 = 1, 2 = 2-1 = -2

  8. The rest of the program uses the same definition of 2 to verify the values of 2 reported in the handout.

  9. *Kurtosis-Normal.sas; **************************************************************************options formdlim='-' pageno=min nodate; TITLE 'Skewness and Kurtosis for 100,000 Samples of 1000 ScoresEachFrom a Normal(0,1) Distribution'; run; DATA normal; DROP N; DO SAMPLE=1 TO 100000; DO N=1 TO 1000; X=NORMAL(0); OUTPUT; END; END; PROCMEANS NOPRINT; OUTPUT OUT=SK_KUR SKEWNESS=SKEWNESS KURTOSIS=KURTOSIS; VAR X; BY SAMPLE; PROCMEANS MEAN STD N; VAR skewness kurtosis; run;

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