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An error about the formula of Standard Error of kurtosis was spotted in the help file.
On the help page of Skewness and Kurtosis, the formulas of Standard Error of skewness and kurtosis were listed as below:
Cramer et al. (1997) mention the asymptotic standard error of the skewness, resp. kurtosis:
ASE.skew = sqrt( 6n(n-1)/((n-2)(n+1)(n+3)) )
ASE.kurt = sqrt( (n^2 - 1)/((n-3)(n+5)) )
However, the formula of SE of kurtosis should be:
ASE.kurt = sqrt( 4 * (n^2 - 1)/((n-3)(n+5)) ) * ASE.skew
Please check it out if there is any bug in the code related to this formula. Thank you!
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