Indices of Skewness and Kurtosis - Indices of Univariate Skewness
The sample mean and variance for the jth variable xj are defined in the standard fashion as
(171)
and
(172)
- Uncorrected univariate skewness
- The uncorrected univariate skewness for variable xj is defined as
(173)
- Corrected univariate skewness
- The uncorrected estimate is biased. The following corrected univariate skewness is an unbiased estimate when the distribution is normal.
(174)
The asymptotic variance of these measures is 6/N, which is used to standardize the uncorrected skewness to produce the "normalized" skewness printed by the program.
Copyright © 2021. Cloud Software Group, Inc. All Rights Reserved.