Havilah
Posts:
4
Registered:
6/15/12


Variance of Skewness and Kurtosis
Posted:
Jun 15, 2012 2:41 PM


I am attempting to find the variance of skewness and variance of kurtosis for NONNORMAL distribution. For example, the variance for skewness is approximately 6/n and the variance for kurtosis is approximately 24/n. Those formulas are for normal distributions. What about nonnormal values. Do those still hold? For example, if I have a skew of 7, how would I find the variance of the sampling distribution???? I am doing a Monte Carlo study and have about 400,000 simulated data sets. I want to make sure the skew and kurtosis fall within a reasonable range. My idea was to do a CI, but not sure of the variance. Thanks much!!!

