Dear all,
Given a sample of N points extracted from a distribution, I would like to know how to estimate the error on the higher moments of the distribution, such as the standard deviation, the skewness and kurtosis. In other words, I know the error on the mean is simply sigma/sqrt(n), but what about the others?
Thanks
Given a sample of N points extracted from a distribution, I would like to know how to estimate the error on the higher moments of the distribution, such as the standard deviation, the skewness and kurtosis. In other words, I know the error on the mean is simply sigma/sqrt(n), but what about the others?
Thanks