A general measure of skewness
| Autor: | Sreenivasa Rao Jammalamadaka, Magnus Ekström |
|---|---|
| Rok vydání: | 2012 |
| Předmět: |
Statistics and Probability
Skew normal distribution Statistics & Probability Applied Mathematics Measure of skewness Statistics Asymptotic relative efficiency Large sample theory Measure (mathematics) D'Agostino's K-squared test Skewness Bowley's coefficient of skewness Kurtosis Bowley’s coefficient of skewness Econometrics Statistics Probability and Uncertainty Test of symmetry Statistic Mathematics Quantile Statistical hypothesis testing |
| Zdroj: | Statistics and Probability Letters, vol 82, iss 8 Statistics & Probability Letters, vol 82, iss 8 Ekström, M; & Jammalamadaka, SR. (2012). A general measure of skewness. Statistics and Probability Letters, 82(8), 1559-1568. doi: 10.1016/j.spl.2012.04.011. UC Santa Barbara: Retrieved from: http://www.escholarship.org/uc/item/7rs685t8 |
| ISSN: | 0167-7152 |
| DOI: | 10.1016/j.spl.2012.04.011 |
| Popis: | A very general measure of skewness based on the quantiles is introduced, which includes several well-known measures as special cases. Sample versions of our measure may be used as test statistics for testing the hypothesis of symmetry about an unknown value. We provide large sample theory for such a statistic and discuss the asymptotic relative efficiencies of this against some competing test statistics for symmetry. © 2012 Elsevier B.V.. |
| Databáze: | OpenAIRE |
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