Sharp inequalities between skewness and kurtosis (Q1824271)
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scientific article; zbMATH DE number 4117545
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| English | Sharp inequalities between skewness and kurtosis |
scientific article; zbMATH DE number 4117545 |
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Sharp inequalities between skewness and kurtosis (English)
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1989
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Denote by a and b the skewness and kurtosis, respectively, of a probability distribution with finite fourth moment. The paper proves that \(a^ 2\leq b+2\); for unimodal distributions \(a^ 2\leq b+6/5\); and for infinitely divisible distributions \(a^ 2\leq b\).
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skewness
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kurtosis
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unimodal distributions
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infinitely divisible distributions
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0.889739453792572
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0.8887720704078674
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0.8525031805038452
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0.8392131924629211
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