On measuring asymmetry and the reliability of the skewness measure

Li Xiaojun and Joel M. Morris

Statistics & Probability Letters, 1991, vol. 12, issue 3, 267-271

Abstract: The reliability of the skewness measure, [xi] = [mu]3/[sigma]3, is examined. It is shown that the measure [xi] may not correctly indicate the degree of asymmetry of a probability density, f(x), in some cases. An asymmetry measure [eta] = [integral operator]+[infinity]-[infinity]|f([mu]+x) - f([mu] - x)|dx is proposed that quantifies the degree of asymmetry more accurately than [xi]. The application and effectiveness of [eta] are demonstrated with examples.

Keywords: Asymmetry; skewness; skewness; measure; central; moments; asymmetry; measure (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(91)90089-A
Full text for ScienceDirect subscribers only

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:eee:stapro:v:12:y:1991:i:3:p:267-271

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().