(Normality Test) Use Theorem D.8 (Normal Distribution. p. 887) to show that the variance matrix of the moments in Example 22.5 is

o Exx 0 0 30 E[x] 0 20+ 0 120 Ao = 30% E[x] 0 0 150 0 120 0 960 Show further that the conditional variance of ge given g, is bo 0 0 240 8 Hence, a test statistic for skewness is (ENLYE-XBOLS]") 666 and an independently distributed test statistic for kurtosis is Ex[(y-x)-381] 248