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Science Forum Index » Statistics - Math Forum » asymptotic distribution of skewness ?
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| Michel PETITJEAN |
 Posted: Fri Mar 16, 2007 11:30 am |
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sci.stat.math
Subj: asymptotic distribution of skewness ?
I consider a sample x1,...,xn of size n from an univariate parent distribution.
Let m be the observed mean, v the observed variance and s its square root,
and Sn the observed skewness (centered third order moment, divided by the cube of s).
What is the asymptotic distribution of Sn for a normal parent law N(mu,sigma) ?
What is the asymptotic distribution of Sn for an uniform parent law U(a,b) ?
In the case it is a normal distribution, knowing the mean and the variance would be fine.
Thanks for references or pointers.
Michel Petitjean, Email: petitjean@itodys.jussieu.fr
ITODYS (CNRS, UMR 7086) ptitjean@ccr.jussieu.fr
1 rue Guy de la Brosse Phone: +33 (0)1 44 27 48 57
75005 Paris, France. FAX : +33 (0)1 44 27 68 14
http://petitjeanmichel.free.fr/itoweb.petitjean.skewness.html |
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