Timeline for Third order central moment of a positive linear combination of log-normal random variables
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 4, 2014 at 4:42 | comment | added | Shravan Mohan | Thanks wolfies. It is clear to me that a positive linear combination of independent log normal rv's would have a positive third central moment. But I am looking for a general case. It seems to be a folk-lore that the skewness of one sided distributions (say positive sided) is positive. I am looking for a formal argument for/against it. In particular, I am interested in a positive linear combination of log normal rv's. | |
| May 29, 2014 at 20:56 | history | edited | wolfies | CC BY-SA 3.0 |
added 17 characters in body
|
| May 29, 2014 at 20:48 | history | edited | wolfies | CC BY-SA 3.0 |
added 56 characters in body
|
| May 29, 2014 at 20:38 | history | answered | wolfies | CC BY-SA 3.0 |