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Mathematics
General Math
Is the sampling distribution for skewness and kurtosis normal?
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[QUOTE="dhiraj, post: 6755341, member: 712003"] The Central Limit Theorem specifically calls out a sample mean to be following normal distribution (for [math]n>=30[/math] ), But I am referring to certain text, and it is calculating [math]z[/math] values for sample [math]skewness[/math] and sample [math]kurtosis[/math] assuming that these follow Normal distribution. Is it correct? In short, if we take unlimited number of samples each of size [math]n[/math] (where [math]n>=30[/math] ) then for each sample [math]skewness[/math] and [math]kurtosis[/math] will vary. So these are random variables. The question is -- Is the sampling distribution of these random variables Normal?. And if it is, what is the mean [math]\mu[/math] and standard deviation [math]\sigma[/math] for that? [/QUOTE]
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Forums
Mathematics
General Math
Is the sampling distribution for skewness and kurtosis normal?
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