Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases

Sean C. Kerman and James McDonald

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 18, 3857-3864

Abstract: An examination of the theoretical moments of a probability density function provides useful information about the flexibility of alternative distributions. Johnson and Kotz (1970), among others, consider skewness-kurtosis plots to illustratve the ability of various probability density functions to model diverse distributional characteristics. This article investigates the skewness-kurtosis plots of the exponential generalized beta of the first and second kind and some important special cases which have been used in various applications in economics, statistics, and finance.

Date: 2015
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DOI: 10.1080/03610926.2013.844255

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