Recurrence formula on the joint distribution of sample skewness and kurtosis under normality
Recurrence formula on the joint distribution of sample skewness and kurtosis under normality
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正态下样本偏度和峰度联合分布的递推公式
DOI：
10.1080/03610926.2013.859704
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发表时间：
2016
期刊：
影响因子：
--
通讯作者：
Hiroki Hashiguchi and Naoto Niki
中科院分区：
文献类型：
--
作者：
Shigekazu Nakagawa;Hiroki Hashiguchi and Naoto Niki
给出了关于样本大小的两种递推关系，涉及正态总体随机观测值的偏度和峰度的联合分布：一个在概率密度函数之间，另一个在乘积矩之间。因此，后者产生样本峰度矩的递推公式。还给出了 Jarque-Bera 统计量的精确矩。
Two recurrence relations with respect to sample size are given concerning the joint distribution of skewness and kurtosis of random observations from a normal population: one between the probability density functions and the other between the product moments. As a consequence, the latter yields a recurrence formula for the moments of sample kurtosis. The exact moments of Jarque-Bera statistic is also given.