My experience is the same: I don't see c.i.s used much for skewness. But
that is a different point raised neither in Stas' original posting nor
in my reply.
Nick
[email protected]
Stas Kolenikov
To Nick: yes, I've used skewness and kurtosis to test for normality a
bunch of times (and there's a famous Mardia's multivariate
generalization that I programmed up :)). But frankly I personally
don't remember seeing confidence intervals on skewness anywhere at
all. Estimation and testing are two related ways of looking at data
with statistics, but with skewness and kurtosis you really estimate
something to see that it is close enough to zero... and sometimes you
don't even estimate a thing and go straight to the test statistic.
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