Skewness


Skewness(x, i, w)

Computes an estimate of the weighted skewness of a distribution, as given by

$ \sum_i w_i \left({x-\bar{x}}\over\sigma\right)^3 / \sum_i w_i $

A symmetric distribution as zero skew. A distribution with a heavy right tail (like Gamma, LogNormal) is positively skewed. A distribution with a heavy left tail has a negative skew.

If one or more infinite values occur in «x», the Skewness will be +INF, -INF or NaN:

If Min(x) = INF or Max(x) = -INF, then Skewness isNaN.
If Min(x) = -INF and Max(x) = INF then Skewness is NaN.
If Min(x) > -INF and Max(x) = INF, then Skewness is +INF.
If Min(x) = -INF and Max(x) < INF, then Skewness is -INF.

See also

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