Re: test difference Kurtosis and skewness

Yes I can calculate them. My actual problem is that I have to match the
CDF of one distribution to the other. Before I do this cdf matching I
want to know which moments I have to match, i.e. which moments are
significantly different.

Klaus


Eric B wrote:
If I have two distributions, how can I test if their kurtosis and
skewness are different?

Why do you need to test ? Can't you just calculate them and compare ?

Eric B.

.

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