Sharp inequalities between skewness and kurtosis
Vijay K. Rohatgi and
Gábor J. Székely
Statistics & Probability Letters, 1989, vol. 8, issue 4, 297-299
Denote by [alpha] and [beta] the skewness and kurtosis respectively of a distribution with finite fourth moment. We show that [alpha]2 [less-than-or-equals, slant] [beta] + 2. For unimodal distributions we prove that [alpha]2 [less-than-or-equals, slant] [beta] + , and for infinitely divisible distributions [alpha]2 [less-than-or-equals, slant] [beta].
Keywords: skewness; kurtosis; mixtures; of; distributions; unimodal; distributions; infinitely; divisible; distributions (search for similar items in EconPapers)
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