Skewness-Kurtosis Bounds for EGB1, EGB2, and Special Cases
- 1 April 2015
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 44 (18) , 3857-3864
Abstract
An examination of the theoretical moments of a probability density function provides useful information about the flexibility of alternative distributions. Johnson and Kotz (1970), among others, consider skewness-kurtosis plots to illustratve the ability of various probability density functions to model diverse distributional characteristics. This article investigates the skewness-kurtosis plots of the exponential generalized beta of the first and second kind and some important special cases which have been used in various applications in economics, statistics, and finance.Keywords
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