- #1
DethLark
- 9
- 0
What is the uncertainty of a samples skewness and kurtosis? Such as the uncertainty of the standard deviation is SD/sqrt(2*(N-1)). I was able to find what someone is calling the Standard Error of these but they both only depend on N which doesn't make sense to me.
Skewness Standard Error: sqrt((N^2-1)/((N-3)*(N+5)))
Kurtosis Standard Error: SSE*sqrt(6*N*(N-1)/((N-2)*(N+1)*(N+3)))
These get close to 1 in the range of measurements that I'm looking at which doesn't have the same behavior of the uncertainty of the standard deviation, which goes from inf to 0 with increasing measurements. And it doesn't depend on the value of the skew or kurtosis...
Skewness Standard Error: sqrt((N^2-1)/((N-3)*(N+5)))
Kurtosis Standard Error: SSE*sqrt(6*N*(N-1)/((N-2)*(N+1)*(N+3)))
These get close to 1 in the range of measurements that I'm looking at which doesn't have the same behavior of the uncertainty of the standard deviation, which goes from inf to 0 with increasing measurements. And it doesn't depend on the value of the skew or kurtosis...