As the answer here points out, scipy.stats
gives biased estimates of skewnesss and kurtosis, which can only be corrected individually with the bias
argument:
stats.skew(x, bias=False)
stats.kurtosis(x, bias=False)
Instead of the data variable x
, how do I also enforce unbiasedness in the continuous random variable generators' attribute stats
like norm.stats
for the normal distribution, listed at the bottom of the documentation:
mean, var, skew, kurt = scipy.stats.norm.stats(loc=0, scale=1, moments=’mvsk’)
where arguments can be Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’)
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