Sharp inequalities between skewness and kurtosis for unimodal distributions (Q1347189): Difference between revisions
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Property / cites work: The Moment Problem for Unimodal Distributions / rank | |||
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Property / cites work: Sharp inequalities between skewness and kurtosis / rank | |||
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Property / cites work: Table of the bounds of the probability integral when the first four moments are given / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/0167-7152(94)00074-i / rank | |||
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Latest revision as of 10:08, 30 July 2024
scientific article
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English | Sharp inequalities between skewness and kurtosis for unimodal distributions |
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Sharp inequalities between skewness and kurtosis for unimodal distributions (English)
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2 April 1995
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Let \(X\) be a random variable with zero mean and unit variance and define \(\gamma_ 1 = E(X^ 3)\), \(\gamma_ 2 = E(X^ 4) - 3\). The main result is an upper bound for \(\gamma_ 2\) in terms of \(\gamma_ 1\) in the case that \(X\) has a unimodal distribution with support \([a,b]\), where \(a + b \geq 0\). The bound is sharp.
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inequalities
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skewness
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kurtosis
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unimodal distribution
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