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