Skip to content

An error about the SE of kurtosis in the help file #151

Description

@hemichael

An error about the formula of Standard Error of kurtosis was spotted in the help file.

On the help page of Skewness and Kurtosis, the formulas of Standard Error of skewness and kurtosis were listed as below:

Cramer et al. (1997) mention the asymptotic standard error of the skewness, resp. kurtosis:
ASE.skew = sqrt( 6n(n-1)/((n-2)(n+1)(n+3)) )
ASE.kurt = sqrt( (n^2 - 1)/((n-3)(n+5)) )

However, the formula of SE of kurtosis should be:

ASE.kurt = sqrt( 4 * (n^2 - 1)/((n-3)(n+5)) ) * ASE.skew

Please check it out if there is any bug in the code related to this formula. Thank you!

Activity

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

      Milestone

      No milestone

      Relationships

      None yet

      Development

      No branches or pull requests

      Issue actions