Although commodities do occasionally crash, in general commodity prices are positively kurtotic (fat-tailed) and positively skewed. This is in contradistinction to equity prices, which are positively ...

A plot that includes multiple location and spread statistics can provide useful information about the shape of a distribution, not only with respect to location and variability but also with respect ...

In many applications, the manifest variables are not even approximately multivariate normal. If this happens to be the case with your data set, the default generalized least-squares and maximum ...

We show that an inequality related to Newton's inequality provides one more relation between skewness and kurtosis. This also gives simple and alternative proofs of the bounds for skewness and ...

Kurtosis, or the fourth central moment in statistics, is commonly used to estimate the shape of the statistical distribution of a signal (or data). It is widely used for detecting non-normality in the ...