Item

Description

Expression

1

E(X)

μ + β δ γ

2

var(X)

α 2 δ γ 3

3

Skewness, γ 1

3 β α ( δ γ ) 1 2

4

Excess Kurtosis, γ 2

3 ( 1 + 4 β 2 α 2 ) δ γ