Measuring Skewness and Kurtosis 论文

摘要

The question of how to measure the degree of skewness of a continuous random variable is addressed. In van Zwet (1964) a method for ordering two distributions with regard to skewness is given. Here, using the concept of comparative skewness, we consider properties that a measure of skewness should satisfy. Several extensions of the Bowley measure of skewness taking values on (-1, 1) are discussed. How well these measures reflect one's intuitive idea of skewness is examined. These measures of skewness are extended to measures of kurtosis for symmetric distributions.