DETERMINATION OF ANALYTICAL DEPENDENCIES FOR VARIANCES OF SAMPLE COEFFICIENTS OF ASYMMETRY AND KURTOSIS OF TYPICAL APPROXIMATING DISTRIBUTIONS

UDC 519.2; 316.4
DOI: 10.36871/2618-9976.2023.07-2.002

Authors

Svetlana V. Prokopchina,
Doctor of Technical Sciences, Professor, Financial University under the Government of the Russian Federation, Moscow, Russia

Abstract

The article is devoted to the issues of determining analytical dependencies for variances of sample characteristics of statistics of coefficients of asymmetry and kurtosis of typical distributions. It is shown that the values of the parameters of the exact sample distributions of the coefficients of asymmetry and kurtosis are strongly correlated with the type of the main distribution of a random variable or a random process. Schemes of statistical conclusions of analytical solutions are given. Graphical solutions are given. Specific dependences and graphs for the variances of the statistics of the coefficients of asymmetry and kurtosis of typical unimodal distributions are given.

Keywords

Probability distribution density, Asymmetry coefficient, Kurtosis coefficient