Research Article

Simulating Univariate and Multivariate Tukey -and- Distributions Based on the Method of Percentiles

Table 9

Skew and kurtosis results for the MOM procedure .

Dist.Parameter Estimate 95% bootstrap CI Standard error Relative bias %

1 0.0034 −0.0035, 0.01065 0.0036
−0.1785 −0.1896, −0.1673 0.0056

2 −0.0009 −0.0158, 0.0142 0.0075
1.297 1.2668, 1.3246 0.0151

3 1.763 1.7466, 1.7778 0.0082
3.471 3.3925, 3.5469 0.0392

4 1.436 1.4227, 1.4487 0.0066
2.068 2.0184, 2.1203 0.0270