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How do convert Kurtosis, and Skewness to AFL?
Also Does anyone have all the desciptive statistics translated to AFL?
Thanks,
Mr Valley
range = 20;
n = range;
x_i = raw Z-Score; // ??
meanx = Mean Z-Score over the Range; // ??
kurtosis = { [n(n+1) / (n -1)(n - 2)(n-3)] sum[(x_i - meanx)^4] / std^4 } -
[3(n-1)^2 / (n-2)(n-3)]
I would like to plot the Normal distribution and overlay the Kurtosis plot
I can't seem to get it right.
/********************************************************/
/*Kurtosis v3 */
ZLen = Param( "ZLen", 6, 2, 100 );
ZScore = (C-MA(C,ZLen))/StDev(C,ZLen);
mean = MA(ZScore ,ZLen );
Plot(ZScore,"ZScore",colorBlue,styleThick |
styleOwnScale|styleNoLabel,-3,3);
x_i =ZScore; // Raw Zscore
n = ZLen;
kurtosis = (( n * (n+1) / (n -1) * (n - 2) * (n-3)) * Sum(((x_i -
mean)^4),ZLen) / StDev(x_i,n)^4 ) - ((3 * (n-1)^2 / (n-2) * (n-3)) );
//Plot(Mean,"Mean ZScore",colorRed,styleThick |
styleOwnScale|styleNoLabel,-3,3);
Plot(kurtosis,"Kurtosis",5,4);
/**********************************************************/
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