paper

Bounded Distributions place Limits on Skewness and Larger Moments

arXiv:2308.05006 · doi:10.1371/journal.pone.0297862

Abstract

Distributions of strictly positive numbers are common and can be characterized by standard statistical measures such as mean, standard deviation, and skewness. We demonstrate that for these distributions the skewness is bounded from below by a function of the coefficient of variation (CoV) as . The results are extended to any distribution that is bounded with minimum value and/or bounded with maximum value . We build on the results to provide bounds for kurtosis , and conjecture analogous bounds exists for higher statistical moments.

14 pages, 2 figures. Awaiting publication in PLoS One

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