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descriptive statistics 1 distribution shape 1 kurtosis 1 lognormal distribution 1 moments 1 sample size 1 skewness 1
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Cox, Nicholas 1
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Speaking Stata: The limits of sample skewness and kurtosis
Cox, Nicholas - In: Stata Journal 10 (2010) 3, pp. 482-495
Sample skewness and kurtosis are limited by functions of sample size. The limits, or approximations to them, have repeatedly been rediscovered over the last several decades, but nevertheless seem to remain only poorly known. The limits impart bias to estimation and, in extreme cases, imply that...
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