Question

If β1=1 and β2 =4 and variance = 9, find the values of β3 and β4 and

comment upon the nature of the distribution.

Answer 1

$\beta_3=(4)^2+(1)^2$

$\beta_3=14$

$\beta_4=(4)^2 +(4)^2$

$\beta_4=32$

The type of distribution where $\beta_2>3$ is leptokurtic distribution.