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

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Luis A. Afonso

Posts: 4,617
From: LIsbon (Portugal)
Registered: 2/16/05
Re: Variance of Skewness and Kurtosis
Posted: May 23, 2013 6:52 PM
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Did you
www.talkstats.com ? Forum ? Statistical Research ? Statistical Research? ?

Because you intend to know the variance, I feel that
is very inaccurate to get Confidence Intervals from it.
The extreme quantiles, 0.025, 0.975 or 0.005 0.995 are
the only that provide the *central* (in Probability)
alpha 5% and 1% respectively, based on yours 400´000
values.
In what concerns the skew and kurtosis estimation I would carefully chose them, I mean!


Luis A. Afonso



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