Item

Description

Expression

1

E(X)

μ + β ( 1 + δ γ ) γ 2

2

var(X)

α 2 ( 1 + δ γ ) + β 2 γ 4

3

Skewness, γ 1

3 β α 2 ( δ γ + 2 ) + 2 β 3 ( α 2 ( 1 + δ γ ) + β 2 ) 3 2

4

Excess Kurtosis, γ 2

( 2 + δ γ ) + β 2 α 2 ( 14 + 4 δ γ ) ( β 2 + ( 1 + δ γ ) ) 2