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On a Class of Symmetric Nonnormal Distributions with a Kurtosis of Three

In: Statistical Theory and Applications

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  • B. K. Kale
  • G. Sebastian

Abstract

It is well known that within the Pearsonian system the normal distribution is uniquely determined by the condition that skewness is zero and kurtosis is 3. We construct a wide class of non-normal symmetric distributions with kurtosis equal to 3. The distributions presented here can be used in linear models as an alternative to the normal error. However, many distributions in this class can be very much different from the normal distribution in the tail as well as the central part of the distribution. Further, any test of normality based on sample skewness and/or sample kurtosis would have power zero against these alternatives.

Suggested Citation

  • B. K. Kale & G. Sebastian, 1996. "On a Class of Symmetric Nonnormal Distributions with a Kurtosis of Three," Springer Books, in: H. N. Nagaraja & Pranab Kumar Sen & Donald F. Morrison (ed.), Statistical Theory and Applications, chapter 6, pages 55-63, Springer.
  • Handle: RePEc:spr:sprchp:978-1-4612-3990-1_6
    DOI: 10.1007/978-1-4612-3990-1_6
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