A Note on Skewness and Kurtosis

DOI10.1214/aoms/1177731243zbMath0063.08254OpenAlexW2091567346MaRDI QIDQ5846863

J. Ernest jun. Wilkins

Publication date: 1944

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177731243

Related Items

Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes, On the axioms of sample formation and their bearing on the construction of linear estimators in sampling theory for finite inverses, Sharp inequalities between skewness and kurtosis for unimodal distributions, Generating multivariate ordinal data via entropy principles, Inequalities related to the Cauchy-Schwarz inequality, Information loss in a non-linear neuronal model, Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases, Understanding the distinctively skewed and heavy tailed character of atmospheric and oceanic probability distributions, Assessing skewness in financial markets, An improved Laguerre-Samuelson inequality of Chebyshev-Markov type, Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model, Skewness, kurtosis and Newton's inequality, An alternative and generalized excess measure and its advantages, Asymmetric multivariate normal mixture GARCH, Some bounds for integrals with refinements of the Grüss inequality, Analytical Bounds for two Value-at-Risk Functionals, Non-standard inference for augmented double autoregressive models with null volatility coefficients, Sharp inequalities between skewness and kurtosis, Squared skewness minus kurtosis bounded by 186/125 for unimodal distributions, The skewness and kurtosis of the product of two normally distributed random variables