Recurrence formula on the joint distribution of sample skewness and kurtosis under normality

Shigekazu Nakagawa, Hiroki Hashiguchi and Naoto Niki

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 4, 1148-1155

Abstract: Two recurrence relations with respect to sample size are given concerning the joint distribution of skewness and kurtosis of random observations from a normal population: one between the probability density functions and the other between the product moments. As a consequence, the latter yields a recurrence formula for the moments of sample kurtosis. The exact moments of Jarque-Bera statistic is also given.

Date: 2016
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DOI: 10.1080/03610926.2013.859704

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