Notes on the distribution of √b1 in sampling from Pearson distributions

K.O. Bowman, L. R. Shenton · Biometrika · 1973

SUMMARY The distribution of the skewness statistic Vbl in sampling from Pearson Type I distributions is approximated for moderate to large sample sizes and for a limited region of the parameter space. Approximate contours of the power of the Vbl statistic for detecting departures of Pearson Type I distributions from the normal are given. The method uses expansions for the first eight moments along with the Cornish-Fisher expansion for percentiles. For selected parameter points, Monte-Carlo runs were made for comparisons.

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