Statistical Modeling of the Ratio of the Kurtoses Using Two Separate Datasets

EasyChair Preprint 7773

Abstract

The ratio of the kurtoses of two separate datasets is an interested parameter in many studies. In this paper, the asymptotic distribution for the ratio of the sample kurtoses of two separate datasets is applied to construct the confidence interval and also to hypothesis test for the ratio of the kurtoses of two separate populations. The ability of the introduced technique is studied through simulation study and real example.

Keyphrases: Kurtosis, hypothesis testing, ratio

@booklet{EasyChair:7773,
  author    = {Mohammad Reza Mahmoudi and Bui Anh Tuan and Kim-Hung Pho},
  title     = {Statistical Modeling of the Ratio of the Kurtoses Using Two Separate Datasets},
  howpublished = {EasyChair Preprint 7773},
  year      = {EasyChair, 2022}}