Test for the univariate Gaussianity of the { ξ }- and { y }-samples obtained from the Millennium Simulation, using a lag separation of Δs = 5 h^-1Mpc and bin widths of 1 h^-1Mpc for all ξ_n, including ξ₀. The black circles and red triangles show the univariate skewness and kurtosis of the distributions p(ξ_n) and p(y_n), computed over 125 (solid curves) and 1000 (dashed curves) subcubes of the simulation volume. For the blue curves, we draw 100 Gaussian samples with the same mean, covariance matrix and sample size as the distributions p(y_n) in the case of 125 subcubes, and plot the mean and standard deviation of their skewness and kurtosis.