A measure of asymmetry

P. Patil, P. Patil and D. Bagkavos ()

Statistical Papers, 2012, vol. 53, issue 4, 985 pages

Abstract: It is a general practice to make assertions about the symmetry or asymmetry of a probability density function based on the coefficients of skewness. Since most of the coefficients of skewness are designed to be zero for a symmetric density, they overall do provide an indication of symmetry. However, skewness is primarily influenced by the tail behavior of a density function, and the skewness coefficients are designed to capture this behavior. Thus they do not calibrate asymmetry in the density curves. We provide a necessary condition for a probability density function to be symmetric and use that to measure asymmetry in a continuous density curve on the scale of −1 to 1. We show through examples that the proposed measure does an admirable job of capturing the visual impression of asymmetry of a continuous density function. Copyright Springer-Verlag 2012

Keywords: Asymmetry measure; Correlation; Nonparametric; Skewness (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00362-011-0401-6 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:53:y:2012:i:4:p:971-985

Ordering information: This journal article can be ordered from
http://www.springer. ... business/journal/362

DOI: 10.1007/s00362-011-0401-6

Access Statistics for this article

Statistical Papers is currently edited by C. Müller, W. Krämer and W.G. Müller

More articles in Statistical Papers from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().