Moments or L Moments? An Example Comparing Two Measures of Distributional Shape

Authors
Hosking, J. R. M.
Citation
M. Hosking, J. R., Moments or L Moments? An Example Comparing Two Measures of Distributional Shape, American statistician , 46(3), 1992, pp. 186-189
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
46
Issue
3
Year of publication
1992
Pages
186 - 189
Database
ACNP
SICI code
Abstract
The shape of a probability distribution is often summarized by the distribution's skewness and kurtosis.However, alternative measures of skewness and kurtosis based on L moments quantify deviations from the Normal distribution in a way that is more concordant with the powers of goodness-of-fit tests of Normality.