The skewness and kurtosis of the product of two normally distributed random variables

Registro completo de metadados
MetadadosDescriçãoIdioma
Autor(es): dc.creatorSeijas-Macias, J. Antonio-
Autor(es): dc.creatorOliveira, Amilcar-
Autor(es): dc.creatorOliveira, Teresa A.-
Data de aceite: dc.date.accessioned2025-08-22T11:54:28Z-
Data de disponibilização: dc.date.available2025-08-22T11:54:28Z-
Data de envio: dc.date.issued2023-07-31-
Data de envio: dc.date.issued2023-07-31-
Data de envio: dc.date.issued2021-04-14-
Fonte completa do material: dc.identifierhttp://hdl.handle.net/10400.2/14660-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/10400.2/14660-
Descrição: dc.descriptionThe analysis of the product of two normally distributed variables does not seem to follow any known distribution. Fortunately, the moment-generating function is available and we can calculate the statistics of the product distribution: mean, variance, the skewness and kurtosis (excess of kurtosis). In this work, we have considered the role played by the parameters of the two normal distributions’ factors (mean and variance) on the values of the skewness and kurtosis of the product. Ranges of variation are defined for kurtosis and the skewness. The determination of the evolution of the skewness and kurtosis values of the product can be used to establish the normality of the product and how to modelize its distribution. Finally, the Pearson Inequality is proved for the skewness and kurtosis of the product of two normal random variables.-
Descrição: dc.descriptioninfo:eu-repo/semantics/publishedVersion-
Formato: dc.formatapplication/pdf-
Idioma: dc.languageen-
Publicador: dc.publisherTaylor & Francis Online-
Relação: dc.relationCentre of Statistics and its Applications-
Palavras-chave: dc.subjectMoment generating function-
Palavras-chave: dc.subjectPearson’s inequality-
Palavras-chave: dc.subjectMoments-
Título: dc.titleThe skewness and kurtosis of the product of two normally distributed random variables-
Aparece nas coleções:Repositório Aberto - Universidade Aberta (Portugal)

Não existem arquivos associados a este item.