Errors on variance, skewness, kurtosis

[sidereomundi]

Hi all,

Perhaps is a basic question, but given a distribution sampled with N of points, what is the error on the estimated variance, kurtosis and skewness?

In a sense, the error on the mean is sigma/sqrt(N) , but what are the uncertainties in the higher order moments?

Thanks

Alex

[Quant_Liz_Lemon]

This isn't the right section for that...