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Math Forum » Discussions » sci.math.* » sci.stat.math.independent

Topic: Variance of Skewness and Kurtosis
Replies: 10   Last Post: May 23, 2013 6:52 PM

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Havilah

Posts: 4
Registered: 6/15/12
Variance of Skewness and Kurtosis
Posted: Jun 15, 2012 2:41 PM
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I am attempting to find the variance of skewness and variance of kurtosis for NON-NORMAL 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 non-normal 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!!!

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