Bounded Distributions place Limits on Skewness and Larger Moments
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arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2023
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| _version_ | 1866929241478660096 |
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| author | Meer, David J Weeks, Eric R. |
| author_facet | Meer, David J Weeks, Eric R. |
| contents | 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 $D_3$ is bounded from below by a function of the coefficient of variation (CoV) $δ$ as $D_3 \ge δ-1/δ$. The results are extended to any distribution that is bounded with minimum value $x_{\rm min}$ and/or bounded with maximum value $x_{\rm max}$. We build on the results to provide bounds for kurtosis $D_4$, and conjecture analogous bounds exists for higher statistical moments. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2308_05006 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Bounded Distributions place Limits on Skewness and Larger Moments Meer, David J Weeks, Eric R. Applications Statistical Mechanics 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 $D_3$ is bounded from below by a function of the coefficient of variation (CoV) $δ$ as $D_3 \ge δ-1/δ$. The results are extended to any distribution that is bounded with minimum value $x_{\rm min}$ and/or bounded with maximum value $x_{\rm max}$. We build on the results to provide bounds for kurtosis $D_4$, and conjecture analogous bounds exists for higher statistical moments. |
| title | Bounded Distributions place Limits on Skewness and Larger Moments |
| topic | Applications Statistical Mechanics |
| url | https://arxiv.org/abs/2308.05006 |