Some moment relationships for skew-symmetric distributions

Dale Umbach

Statistics & Probability Letters, 2006, vol. 76, issue 5, 507-512

Abstract: For univariate skew-symmetric distributions in a general setting, odd moments are increasing functions of the skewing parameter and even moments do not depend on this parameter. Skewness, however, has no such order relations. The relationship between skew and the skewing parameter can be complicated.

Keywords: Skew-symmetric; Skewness; Moments (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (6)

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