THE SHAPE OF THE DISTRIBUTION OF PRICE CHANGES IN EGYPT USING ROBUST MEASURES OF SKEWNESS AND KURTOSIS
| المصدر: | المجلة العلمية للاقتصاد والتجارة |
|---|---|
| الناشر: | جامعة عين شمس - كلية التجارة |
| المؤلف الرئيسي: | El Gohary, Mervat (AUTH.) |
| المجلد/العدد: | ع1 |
| محكمة: | نعم |
| الدولة: |
مصر |
| التاريخ الميلادي: |
2006
|
| الصفحات: | 115 - 125 |
| ISSN: |
2636-2562 |
| رقم MD: | 664507 |
| نوع المحتوى: | بحوث ومقالات |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| رابط المحتوى: |
عدد مرات التحميل
4
| المستخلص: |
This paper introduces old and new robust measures of skewness and kurtosis that have been developed is the statistics literature. Some of these measures are used to study the shape of the distribution of the Egyptian consumer price changes over the period January 1995 - May 2005 it was found that the price distribution is asymmetric with little right skewness and mild excess kurtosis. Moreover, the application shows the nonrobustness of the classical measures and that the robust measures are not heavily influenced by outliers as the classical measures. |
|---|---|
| ISSN: |
2636-2562 |
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