Jones, M. C.
(2004).
On some expressions for variance, covariance, skewness and L-moments.
Journal of Statistical Planning and Inference, 126(1),
pp. 97–106.
Abstract
Some results concerning expressions for moments and L-moments of continuous distributions are given. These include: some decompositions of variance and covariance closely related to decompositions recently given by Yatracos; a similar expression for the population third central moment and a simple proof thereof for nonnegative random variables; an alternative proof of a general expression for L-moments due to Hosking, and some straightforward consequences for inequalities concerning L-moments. Simplicity is a key feature of all results considered in this paper.
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