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Sharp inequalities between skewness and kurtosis

Vijay K. Rohatgi and Gábor J. Székely

Statistics & Probability Letters, 1989, vol. 8, issue 4, 297-299

Abstract: 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)
Date: 1989
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Handle: RePEc:eee:stapro:v:8:y:1989:i:4:p:297-299