[R] notation for skewness and kurtosis

Dirk Eddelbuettel edd at debian.org
Sat Nov 8 16:40:41 CET 2003

On Sat, Nov 08, 2003 at 09:31:13AM -0500, Martina Pavlicova wrote:
> What is the typical notation for 'skewness', 'kurtosis' and maybe 'excess
> kurtosis'?

I don't think there is a standard. One decent book I have handy -- Capmbell,
Lo and MacKinlay, "Econometrics of Financial Markets", Princeton UP, 1997 --
defines them as \hat{S} and \hat{K} on page 17. No symbol for excess
kurtosis, but the usual definition of \hat{K} - 3.

Hth, Dirk

Those are my principles, and if you don't like them... well, I have others.
                                                -- Groucho Marx

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