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Recurrence formula on the joint distribution of sample skewness and kurtosis under normality |
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| Authors: | Shigekazu Nakagawa Hiroki Hashiguchi Naoto Niki |
| Affiliation: | 1. Department of Computer Science and Mathematics, Kurashiki University of Science and the Arts, Kurashiki, Japannakagawa@cs.kusa.ac.jp;3. Department of Mathematical Information Science, Tokyo University of Science, Tokyo, Japan;4. Department of Management Science, Tokyo University of Science, Tokyo, Japan |
| Abstract: | AbstractTwo 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. |
| Keywords: | Jarque-Bera statistic Polar transformation Product moments Test for normality. |