Hi everyone,
Suppose a distribution has mean = 0, variance = 1 and skewness = 1. What
is the lower bound on the kurtosis? For a two-point distribution, this is
2. Are there any such results for general classes of distribution, whether
continuous or discrete?
Advice and/or references gratefully received!
Best wishes
James
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James Davidson
Professor of Econometrics
University Of Exeter, School of Business and Economics
Exeter EX4 4PU
Off: 01392 264517
Fax: 07092 812113
Web: http://www.ex.ac.uk/sobe/
Email: [log in to unmask]
Personal page: http://people.ex.ac.uk/jehd201/
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