Can anybody give proof of the above relationship algebraically?I have not seen the derivation of it.
I was in a hurry and when one is not familiar with the derivation ,often one messes the formula.I don't think that this is a generally valid relationship. I would guess that it holds for a PDF expressed in terms of a lowest order Edgeworth series.
Oh sorry we posted at the same time just seconds delay.Can you give the proof using algebraic manipulation other than using variance or standard deviation?
I have seen that link in Mathematics stack exchange before and I did't get it that's why I have posted it here.When you first posted that it is not a valid relationship I thought that modification in statistic may have came for this formula.I hardly know more about this relation than you. In the link I found there are all the references to original articles you need.