Suppose I have a sample of data and compute the mean. I am able to quantity uncertainty in this by computing the variance. I am wondering if known methods exist for evaluating the uncertainty associated with other moments. Specifically, if I compute the variance, skewness and kurtosis of a sample, is there some known formula to determine how uncertain each result is? Any help and associated references would be very helpful.
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Skewness and kurtosis have analytical formulas for SE. – user2974951 Aug 28 '19 at 11:56
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Do you have a reference that explains these? – Kieran108 Aug 28 '19 at 12:06
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https://stats.stackexchange.com/questions/245835/range-of-values-of-skewness-and-kurtosis-for-normal-distribution – user2974951 Aug 28 '19 at 12:10
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Thanks, this is what I was searching for – Kieran108 Aug 28 '19 at 12:17