Sharp inequalities between skewness and kurtosis. (English) Zbl 0682.60014
Denote by a and b the skewness and kurtosis, respectively, of a probability distribution with finite fourth moment. The paper proves that \(a^ 2\leq b+2\); for unimodal distributions \(a^ 2\leq b+6/5\); and for infinitely divisible distributions \(a^ 2\leq b\).
Reviewer: G.Székely
MSC:
| 60E15 | Inequalities; stochastic orderings |
References:
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