Asymptotic Distribution of Coefficients of Skewness and Kurtosis | Science Publications

Journal of Mathematics and Statistics

Narges Abbasi¹ 

关键词: Central moments;    eigenvalues;    limiting distribution;    U-statistics;   

DOI  :  10.3844/jmssp.2009.365.368

学科分类：社会科学、人文和艺术（综合）

来源: Science Publications

【 摘 要 】

Problem statement: In literature, a classic method which has been used to recognize the distribution so far is the measurement of its skewedness and kurtosis. However, there remains a question: how would these measurements work for skewed normal distribution when the size of the sample is large? Approach: This research aimed to determine the asymptotic distribution of skewedness and kurtosis measures in skewed normal distribution. In conducting this research, two groups of inferential findings will help. First, skewed normal distribution which has already been studied by a lot of researchers and we apply its characteristics. Second, there is the U-statistics theory which guides us to the determining of asymptotic distribution measures for skewedness and kurtosis. The combination of these two will solve the problem of this study. Results: Asymptotic distribution of measures for skewdness and kurtosis falls in the normal families. With the size of large samples, the values of expectation of these measures are also determined. By letting zero for skewedness parameter, asymptotic distribution for normal distribution can also be obtained. Conclusion: The findings of this study show new characteristics for skew normal distribution and this results in a new way for skew normal distribution recognition.

【 授权许可】

Unknown