Confidence Interval from Moments?

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Confidence Interval from Moments?

lambdatau
Hi all,

I'm wondering whether it is possible to construct a confidence interval using only the mean, variance, skewness and kurtosis, i.e. without any of the population?

If anyone could help with this it'd be much appreciated (even if just a confirmation of it being impossible!).

Thanks.
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Re: Confidence Interval from Moments?

Michael Weylandt
Assuming a distribution defined solely by those moments it is possible
(e.g., z- or t-test confidence intervals) but this isn't really the
place to discuss such things since there's no R content to your
question: try stats.stackexchange.com

Michael

On Wed, Jan 11, 2012 at 4:56 AM, lambdatau <[hidden email]> wrote:

> Hi all,
>
> I'm wondering whether it is possible to construct a confidence interval
> using only the mean, variance, skewness and kurtosis, i.e. without any of
> the population?
>
> If anyone could help with this it'd be much appreciated (even if just a
> confirmation of it being impossible!).
>
> Thanks.
>
> --
> View this message in context: http://r.789695.n4.nabble.com/Confidence-Interval-from-Moments-tp4284937p4284937.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

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