Skewness

Skewness
From Wikipedia, the free encyclopedia
Jump to: navigation, search
Example of the experimental data with non-zero skewness (gravitropic response of wheat coleoptiles, 1,790)
Example of the experimental data with non-zero skewness (gravitropic response of wheat coleoptiles, 1,790)

In probability theory and statistics, skewness is a measure of the asymmetry of the probability distribution of a real-valued random variable.
Contents
[hide]

* 1 Introduction
* 2 Definition
* 3 Pearson skewness coefficients
* 4 See also

[edit] Introduction

Consider the distribution in the figure. The bars on the right side of the distribution taper differently than the bars on the left side. These tapering sides are called tails, and they provide a visual means for determining which of the two kinds of skewness a distribution has:

1. positive skew: The right tail is longer; the mass of the distribution is concentrated on the left of the figure. The distribution is said to be right-skewed.
2. negative skew: The left tail is longer; the mass of the distribution is concentrated on the right of the figure. The distribution is said to be left-skewed.

Image:Skew.png

[edit] Definition

Skewness, the third standardized moment, is written as γ1 and defined as

\gamma_1 = \frac{\mu_3}{\sigma^3}, \!

where μ3 is the third moment about the mean and σ is the standard deviation. Equivalently, skewness can be defined as the ratio of the third cumulant κ3 and the third power of the square root of the second cumulant κ2:

\gamma_1 = \frac{\kappa_3}{\kappa_2^{3/2}}. \!

This is analogous to the definition of kurtosis, which is expressed as the fourth cumulant divided by the fourth power of the square root of the second cumulant.

For a sample of n values the sample skewness is

g_1 = \frac{m_3}{m_2^{3/2}} = \frac{\sqrt{n\,}\sum_{i=1}^n (x_i-\bar{x})^3}{\left(\sum_{i=1}^n (x_i-\bar{x})^2\right)^{3/2}}, \!

where xi is the ith value, \bar{x} is the sample mean, m3 is the sample third central moment, and m2 is the sample variance.

Given samples from a population, the equation for the sample skewness g1 above is a biased estimator of the population skewness. The usual estimator of skewness is

G_1 = \frac{k_3}{k_2^{3/2}} = \frac{\sqrt{n\,(n-1)}}{n-2}\; g_1, \!

where k3 is the unique symmetric unbiased estimator of the third cumulant and k2 is the symmetric unbiased estimator of the second cumulant. Unfortunately G1 is, nevertheless, generally biased. Its expected value can even have the opposite sign from the true skewness.

The skewness of a random variable X is sometimes denoted Skew[X]. If Y is the sum of n independent random variables, all with the same distribution as X, then it can be shown that Skew[Y] = Skew[X] / √n.

Skewness has benefits in many areas. Many simplistic models assume normal distribution i.e. data is symmetric about the mean. The normal distribution has a skewness of zero. But in reality, data points are not perfectly symmetric. So, an understanding of the skewness of the dataset indicates whether deviations from the mean are going to be positive or negative.

[edit] Pearson skewness coefficients

Karl Pearson suggested two simpler calculations as a measure of skewness:

* (mean - mode) / standard deviation
* 3 (mean - median) / standard deviation

There is no guarantee that these will be the same sign as each other or as the ordinary definition of skewness.

[edit] See also

* Skewness risk
* Kurtosis
* Kurtosis risk
* shape parameters

Retrieved from "http://en.wikipedia.org/wiki/Skewness"

Categories: Probability theory | Statistical deviation and dispersion
Views

* Article
* Discussion
* Edit this page
* History

Personal tools

* Sign in / create account

Navigation

* Main page
* Contents
* Featured content
* Current events
* Random article

interaction

* About Wikipedia
* Community portal
* Recent changes
* Contact Wikipedia
* Donate to Wikipedia
* Help

Search

Toolbox

* What links here
* Related changes
* Upload file
* Special pages
* Printable version
* Permanent link
* Cite this article

In other languages

* Deutsch
* Suomi
* Français
* עברית
* Latviešu
* Lietuvių
* Magyar
* Nederlands
* 日本語
* Polski
* Português
* Русский
* Basa Sunda

Powered by MediaWiki
Wikimedia Foundation

* This page was last modified 14:55, 5 August 2007.
* All text is available under the terms of the GNU Free Documentation License. (See Copyrights for details.)
Wikipedia® is a registered trademark of the Wikimedia Foundation, Inc., a US-registered 501(c)(3) tax-deductible nonprofit charity.
* Privacy policy
* About Wikipedia
* Disclaimers