Description

Finding skewness (g_{1}) of an object

Usage

Arguments

Details

The skewness computed is g_{1}. The parameter skewness γ_{2} formula is

γ_{2} = \frac{μ_{3}}{μ^{3/2}_{2}},

where μ_{i} denotes the i order central moment.

The excessive kurtosis formula for sample statistic g_{2} is

g_{2} = \frac{k_{3}}{k^{2}_{2}},

where k_{i} are the i order k-statistic.

The standard error of the skewness is

Var(\hat{g}_2) = \frac{6}{N}

where N is the sample size.

Value

A value of a skewness with a test statistic if the population is specified as FALSE

Author(s)

Sunthud Pornprasertmanit (psunthud@gmail.com)

References

Weisstein, Eric W. (n.d.). Skewness. Retrived from MathWorld–A Wolfram Web Resource: http://mathworld.wolfram.com/Skewness.html

See Also

• kurtosis Find the univariate excessive kurtosis of a variable

• mardiaSkew Find Mardia's multivariate skewness of a set of variables

• mardiaKurtosis Find the Mardia's multivariate kurtosis of a set of variables

Examples