Re: [boost] Accumulators review

From: Paul A Bristow (pbristow_at_[hidden])
Date: 2007-01-30 14:07:34

>-----Original Message-----
>From: boost-bounces_at_[hidden] 
>[mailto:boost-bounces_at_[hidden]] On Behalf Of Eric Niebler
>Sent: 30 January 2007 18:35
>To: boost_at_[hidden]; Matthias Troyer
>Subject: Re: [boost] Accumulators review
>
>
>I'm including Matthias Troyer on this, in the hopes he might have some 
>feedback about your kurtosis suggestion .

Some useful links are

http://en.wikipedia.org/wiki/Kurtosis

and most definitely, as always,

Weisstein, Eric W. "Kurtosis." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/Kurtosis.html 

As one who has been rescused from this pit by John more than once,
I strongly recommend using kurtosis for the 'proper' version,
and always saying kurtosis excess (kurtosis - 3) whenever applicable.

We have eventually done this with the math Toolkit distribution properties.

Unwisely IMO, Wikipedia have not done this, and there is much confusion,
and some mistakes that I have corrected.

Paul

PS and about your torture test - I don't think this should be the focus of the review.

There are horses for courses, and the not-always-accurate version should be fine for most applications.
(If the data are going to be as unreasonable as the torture data are, one could argue that they are wrong!

and that there should have never have been used to calculate a simple mean etc anyway - it needs a robust mean?).

---
Paul A Bristow
Prizet Farmhouse, Kendal, Cumbria UK LA8 8AB
[phone] & SMS, Mobile [phone] & SMS
pbristow_at_[hidden]