Sharp inequalities between skewness and kurtosis for unimodal distributions (Q1347189): Difference between revisions
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Latest revision as of 12:35, 23 May 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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