Skewness

In probability theory and statistics, skewness is a measure of the

asymmetry of the probability distribution of a real-valued random
variable about its mean. The skewness value can be positive, zero,
negative, or undefined.

For a unimodal distribution, negative skew commonly indicates that

the tail is on the left side of the distribution, and positive skew indicates
that the tail is on the right. In cases where one tail is long but the other
tail is fat, skewness does not obey a simple rule. For example, a zero
value means that the tails on both sides of the mean balance out
overall; this is the case for a symmetric distribution, but can also be true
for an asymmetric distribution where one tail is long and thin, and the
other is short but fat.

Introduction
Example distribution with positive
Consider the two distributions in the figure just below. Within each skewness. These data are from
graph, the values on the right side of the distribution taper differently experiments on wheat grass
from the values on the left side. These tapering sides are called tails, growth.
and they provide a visual means to determine which of the two kinds
of skewness a distribution has:

1. negative skew: The left tail is longer; the mass of the distribution is concentrated on the right
of the figure. The distribution is said to be left-skewed, left-tailed, or skewed to the left,
despite the fact that the curve itself appears to be skewed or leaning to the right; left instead
refers to the left tail being drawn out and, often, the mean being skewed to the left of a typical
center of the data. A left-skewed distribution usually appears as a right-leaning curve.[1]
2. positive skew: The right tail is longer; the mass of the distribution is concentrated on the left
of the figure. The distribution is said to be right-skewed, right-tailed, or skewed to the right,
despite the fact that the curve itself appears to be skewed or leaning to the left; right instead
refers to the right tail being drawn out and, often, the mean being skewed to the right of a
typical center of the data. A right-skewed distribution usually appears as a left-leaning
curve.[1]
Skewness in a data series may sometimes be observed not only graphically but by simple inspection of the
values. For instance, consider the numeric sequence (49, 50, 51), whose values are evenly distributed
around a central value of 50. We can transform this sequence into a negatively skewed distribution by
adding a value far below the mean, which is probably a negative outlier, e.g. (40, 49, 50, 51). Therefore,
the mean of the sequence becomes 47.5, and the median is 49.5. Based on the formula of nonparametric
skew, defined as the skew is negative. Similarly, we can make the sequence positively skewed
by adding a value far above the mean, which is probably a positive outlier, e.g. (49, 50, 51, 60), where the
mean is 52.5, and the median is 50.5.

As mentioned earlier, a unimodal distribution with zero value of skewness does not imply that this
distribution is symmetric necessarily. However, a symmetric unimodal or multimodal distribution always
has zero skewness.

Relationship of
mean and median
The skewness is not directly
related to the relationship
between the mean and median: a
distribution with negative skew
can have its mean greater than or
less than the median, and likewise
for positive skew.[2]

In the older notion of

nonparametric skew, defined as
where is the mean,
is the median, and is the
standard deviation, the skewness
is defined in terms of this Example of an asymmetric distribution with zero skewness. This figure
relationship: positive/right serves as a counterexample that zero skewness does not imply
nonparametric skew means the symmetric distribution necessarily. (Skewness was calculated by
mean is greater than (to the right Pearson's moment coefficient of skewness.)
of) the median, while
negative/left nonparametric skew
means the mean is less than (to
the left of) the median. However,
the modern definition of
skewness and the traditional
nonparametric definition do not
always have the same sign: while
they agree for some families of
distributions, they differ in some
of the cases, and conflating them
is misleading. A general relationship of mean and median under differently skewed
unimodal distribution
If the distribution is symmetric,
then the mean is equal to the
median, and the distribution has zero skewness.[3] If the distribution is both symmetric and unimodal, then
the mean = median = mode. This is the case of a coin toss or the series 1,2,3,4,... Note, however, that the
converse is not true in general, i.e. zero skewness (defined below) does not imply that the mean is equal to
the median.

A 2005 journal article points out:[2]

Many textbooks teach a rule of thumb stating that the mean is right of the median under right
skew, and left of the median under left skew. This rule fails with surprising frequency. It can
fail in multimodal distributions, or in distributions where one tail is long but the other is heavy.
Most commonly, though, the rule fails in discrete distributions where the areas to the left and
right of the median are not equal. Such distributions not only contradict the textbook
relationship between mean, median, and skew, they also contradict the textbook interpretation
of the median.

For example, in the distribution of adult residents across

US households, the skew is to the right. However, since
the majority of cases is less than or equal to the mode,
which is also the median, the mean sits in the heavier left
tail. As a result, the rule of thumb that the mean is right
of the median under right skew failed.[2]

Definition
Distribution of adult residents across US
households
Fisher's moment coefficient of
skewness

The skewness of a random variable X is the third standardized moment , defined as:[4][5]

where μ is the mean, σ is the standard deviation, E is the expectation operator, μ3 is the third central
moment, and κt are the t-th cumulants. It is sometimes referred to as Pearson's moment coefficient of
skewness,[5] or simply the moment coefficient of skewness,[4] but should not be confused with Pearson's
other skewness statistics (see below). The last equality expresses skewness in terms of the ratio of the third
cumulant κ3 to the 1.5th power of the second cumulant κ2 . This is analogous to the definition of kurtosis as
the fourth cumulant normalized by the square of the second cumulant. The skewness is also sometimes
denoted Skew[X].

If σ is finite, μ is finite too and skewness can be expressed in terms of the non-central moment E[X3 ] by
expanding the previous formula,
Examples

Skewness can be infinite, as when

where the third cumulants are infinite, or as when

where the third cumulant is undefined.

Examples of distributions with finite skewness include the following.

A normal distribution and any other symmetric distribution with finite third moment has a
skewness of 0
A half-normal distribution has a skewness just below 1
An exponential distribution has a skewness of 2
A lognormal distribution can have a skewness of any positive value, depending on its
parameters

Sample skewness

For a sample of n values, two natural estimators of the population skewness are[6]

and

where is the sample mean, s is the sample standard deviation, m2 is the (biased) sample second central
moment, and m3 is the sample third central moment.[6] is a method of moments estimator.

Another common definition of the sample skewness is[6][7]

where is the unique symmetric unbiased estimator of the third cumulant and is the symmetric
unbiased estimator of the second cumulant (i.e. the sample variance). This adjusted Fisher–Pearson
standardized moment coefficient is the version found in Excel and several statistical packages including
Minitab, SAS and SPSS. [7]

Under the assumption that the underlying random variable is normally distributed, it can be shown that
all three ratios , and are unbiased and consistent estimators of the population skewness ,
with , i.e., their distributions converge to a normal distribution with mean 0 and variance 6
(Fisher, 1930).[6] The variance of the sample skewness is thus approximately for sufficiently large
samples. More precisely, in a random sample of size n from a normal distribution, [8][9]

In normal samples, has the smaller variance of the three estimators, with[6]

For non-normal distributions, , and are generally biased estimators of the population skewness ;
their expected values can even have the opposite sign from the true skewness. For instance, a mixed
distribution consisting of very thin Gaussians centred at −99, 0.5, and 2 with weights 0.01, 0.66, and 0.33
has a skewness of about −9.77, but in a sample of 3 has an expected value of about 0.32, since
usually all three samples are in the positive-valued part of the distribution, which is skewed the other way.

Applications
Skewness is a descriptive statistic that can be used in conjunction with the histogram and the normal
quantile plot to characterize the data or distribution.

Skewness indicates the direction and relative magnitude of a distribution's deviation from the normal
distribution.

With pronounced skewness, standard statistical inference procedures such as a confidence interval for a
mean will be not only incorrect, in the sense that the true coverage level will differ from the nominal (e.g.,
95%) level, but they will also result in unequal error probabilities on each side.

Skewness can be used to obtain approximate probabilities and quantiles of distributions (such as value at
risk in finance) via the Cornish-Fisher expansion.

Many models assume normal distribution; i.e., data are symmetric about the mean. The normal distribution
has a skewness of zero. But in reality, data points may not be perfectly symmetric. So, an understanding of
the skewness of the dataset indicates whether deviations from the mean are going to be positive or negative.
D'Agostino's K-squared test is a goodness-of-fit normality test based on sample skewness and sample
kurtosis.

Other measures of skewness

Other measures of skewness have been used, including
simpler calculations suggested by Karl Pearson[10] (not
to be confused with Pearson's moment coefficient of
skewness, see above). These other measures are:

Pearson's first skewness coefficient

(mode skewness)

The Pearson mode skewness,[11] or first skewness

coefficient, is defined as

mean − mode Comparison of mean, median and mode of two

. log-normal distributions with the same medians
standard deviation
and different skewnesses.

Pearson's second skewness

coefficient (median skewness)

The Pearson median skewness, or second skewness coefficient,[12][13] is defined as

3 (mean − median)
standard deviation .

Which is a simple multiple of the nonparametric skew.

Quantile-based measures

Bowley's measure of skewness (from 1901),[14][15] also called Yule's coefficient (from 1912)[16][17] is
defined as:

where Q is the quantile function (i.e., the inverse of the cumulative distribution function). The numerator is
difference between the average of the upper and lower quartiles (a measure of location) and the median
(another measure of location), while the denominator is the semi-interquartile range
, which for symmetric distributions is the MAD measure of dispersion.

Other names for this measure are Galton's measure of skewness,[18] the Yule–Kendall index[19] and the
quartile skewness,[20]

Similarly, Kelly's measure of skewness is defined as[21]

A more general formulation of a skewness function was described by Groeneveld, R. A. and Meeden, G.
(1984):[22][23][24]

The function γ(u) satisfies −1 ≤ γ(u) ≤ 1 and is well defined without requiring the existence of any moments
of the distribution.[22] Bowley's measure of skewness is γ(u) evaluated at u = 3/4 while Kelly's measure of
skewness is γ(u) evaluated at u  =  9/10. This definition leads to a corresponding overall measure of
skewness[23] defined as the supremum of this over the range 1/2 ≤ u < 1. Another measure can be obtained
by integrating the numerator and denominator of this expression.[22]

Quantile-based skewness measures are at first glance easy to interpret, but they often show significantly
larger sample variations than moment-based methods. This means that often samples from a symmetric
distribution (like the uniform distribution) have a large quantile-based skewness, just by chance.

Groeneveld and Meeden's coefficient

Groeneveld and Meeden have suggested, as an alternative measure of skewness,[22]

where μ is the mean, ν is the median, |...| is the absolute value, and E() is the expectation operator. This is
closely related in form to Pearson's second skewness coefficient.

L-moments

Use of L-moments in place of moments provides a measure of skewness known as the L-skewness.[25]

Distance skewness

A value of skewness equal to zero does not imply that the probability distribution is symmetric. Thus there
is a need for another measure of asymmetry that has this property: such a measure was introduced in
2000.[26] It is called distance skewness and denoted by dSkew. If X is a random variable taking values in
the d-dimensional Euclidean space, X has finite expectation, X ' is an independent identically distributed
copy of X, and denotes the norm in the Euclidean space, then a simple measure of asymmetry with
respect to location parameter θ is

and dSkew(X) := 0 for X = θ (with probability 1). Distance skewness is always between 0 and 1, equals 0 if
and only if X is diagonally symmetric with respect to θ (X and 2θ−X have the same probability distribution)
and equals 1 if and only if X is a constant c ( ) with probability one.[27] Thus there is a simple
consistent statistical test of diagonal symmetry based on the sample distance skewness:

Medcouple

The medcouple is a scale-invariant robust measure of skewness, with a breakdown point of 25%.[28] It is
the median of the values of the kernel function

taken over all couples such that , where is the median of the sample
. It can be seen as the median of all possible quantile skewness measures.

See also
Mathematics
portal

Bragg peak
Coskewness
Kurtosis
Shape parameters
Skew normal distribution
Skewness risk

References

Citations
1. Illowsky, Barbara; Dean, Susan (27 March 2020). "2.6 Skewness and the Mean, Median,
and Mode - Statistics" (https://openstax.org/books/statistics/pages/2-6-skewness-and-the-me
an-median-and-mode). OpenStax. Retrieved 21 December 2022.
2. von Hippel, Paul T. (2005). "Mean, Median, and Skew: Correcting a Textbook Rule" (https://
web.archive.org/web/20160220181456/http://www.amstat.org/publications/jse/v13n2/vonhip
pel.html). Journal of Statistics Education. 13 (2). Archived from the original (https://www.amst
at.org/publications/jse/v13n2/vonhippel.html) on 20 February 2016.
3. "1.3.5.11. Measures of Skewness and Kurtosis" (http://www.itl.nist.gov/div898/handbook/ed
a/section3/eda35b.htm). NIST. Retrieved 18 March 2012.
4. "Measures of Shape: Skewness and Kurtosis" (http://brownmath.com/stat/shape.htm), 2008–
2016 by Stan Brown, Oak Road Systems
5. Pearson's moment coefficient of skewness (http://www.fxsolver.com/browse/formulas/Pearso
n's+moment+coefficient+of+skewness), FXSolver.com
 6. Joanes, D. N.; Gill, C. A. (1998). "Comparing measures of sample skewness and kurtosis".
Journal of the Royal Statistical Society, Series D. 47 (1): 183–189. doi:10.1111/1467-
9884.00122 (https://doi.org/10.1111%2F1467-9884.00122).
7. Doane, David P., and Lori E. Seward. "Measuring skewness: a forgotten statistic." (https://js
e.amstat.org/v19n2/doane.pdf) Journal of Statistics Education 19.2 (2011): 1-18. (Page 7)
8. Duncan Cramer (1997) Fundamental Statistics for Social Research. Routledge.
ISBN 9780415172042 (p 85)
9. Kendall, M.G.; Stuart, A. (1969) The Advanced Theory of Statistics, Volume 1: Distribution
Theory, 3rd Edition, Griffin. ISBN 0-85264-141-9 (Ex 12.9)
10. "Archived copy" (https://web.archive.org/web/20100705025706/http://www.stat.upd.edu.ph/s
114%20cnotes%20fcapistrano/Chapter%2010.pdf) (PDF). Archived from the original (http://
www.stat.upd.edu.ph/s114%20cnotes%20fcapistrano/Chapter%2010.pdf) (PDF) on 5 July
2010. Retrieved 9 April 2010.
11. Weisstein, Eric W. "Pearson Mode Skewness" (https://mathworld.wolfram.com/PearsonMod
eSkewness.html). MathWorld.
12. Weisstein, Eric W. "Pearson's skewness coefficients" (https://mathworld.wolfram.com/Pears
onsSkewnessCoefficients.html). MathWorld.
13. Doane, David P.; Seward, Lori E. (2011). "Measuring Skewness: A Forgotten Statistic?" (http
s://www.amstat.org/publications/jse/v19n2/doane.pdf) (PDF). Journal of Statistics Education.
19 (2): 1–18. doi:10.1080/10691898.2011.11889611 (https://doi.org/10.1080%2F10691898.
2011.11889611).
14. Bowley, A. L. (1901). Elements of Statistics, P.S. King & Son, Laondon. Or in a later edition:
BOWLEY, AL. "Elements of Statistics, 4th Edn (New York, Charles Scribner)."(1920).
15. Kenney JF and Keeping ES (1962) Mathematics of Statistics, Pt. 1, 3rd ed., Van Nostrand,
(page 102).
16. Yule, George Udny. An introduction to the theory of statistics. C. Griffin, limited, 1912.
17. Groeneveld, Richard A (1991). "An influence function approach to describing the skewness
of a distribution". The American Statistician. 45 (2): 97–102. doi:10.2307/2684367 (https://do
i.org/10.2307%2F2684367). JSTOR 2684367 (https://www.jstor.org/stable/2684367).
18. Johnson, NL, Kotz, S & Balakrishnan, N (1994) p. 3 and p. 40
19. Wilks DS (1995) Statistical Methods in the Atmospheric Sciences, p 27. Academic Press.
ISBN 0-12-751965-3
20. Weisstein, Eric W. "Skewness" (http://mathworld.wolfram.com/Skewness.html).
mathworld.wolfram.com. Retrieved 21 November 2019.
21. A.W.L. Pubudu Thilan. "Applied Statistics I: Chapter 5: Measures of skewness" (http://www.
math.ruh.ac.lk/~pubudu/app5.pdf) (PDF). University of Ruhuna. p. 21.
22. Groeneveld, R.A.; Meeden, G. (1984). "Measuring Skewness and Kurtosis". The Statistician.
33 (4): 391–399. doi:10.2307/2987742 (https://doi.org/10.2307%2F2987742).
JSTOR 2987742 (https://www.jstor.org/stable/2987742).
23. MacGillivray (1992)
24. Hinkley DV (1975) "On power transformations to symmetry", Biometrika, 62, 101–111
25. Hosking, J.R.M. (1992). "Moments or L moments? An example comparing two measures of
distributional shape". The American Statistician. 46 (3): 186–189. doi:10.2307/2685210 (http
s://doi.org/10.2307%2F2685210). JSTOR 2685210 (https://www.jstor.org/stable/2685210).
26. Szekely, G.J. (2000). "Pre-limit and post-limit theorems for statistics", In: Statistics for the
21st Century (eds. C. R. Rao and G. J. Szekely), Dekker, New York, pp. 411–422.
27. Szekely, G. J. and Mori, T. F. (2001) "A characteristic measure of asymmetry and its
application for testing diagonal symmetry", Communications in Statistics – Theory and
Methods 30/8&9, 1633–1639.
28. G. Brys; M. Hubert; A. Struyf (November 2004). "A Robust Measure of Skewness". Journal of
Computational and Graphical Statistics. 13 (4): 996–1017. doi:10.1198/106186004X12632
(https://doi.org/10.1198%2F106186004X12632). S2CID 120919149 (https://api.semanticsch
olar.org/CorpusID:120919149).

Sources
Johnson, NL; Kotz, S; Balakrishnan, N (1994). Continuous Univariate Distributions. Vol. 1
(2 ed.). Wiley. ISBN 0-471-58495-9.
MacGillivray, HL (1992). "Shape properties of the g- and h- and Johnson families".
Communications in Statistics - Theory and Methods. 21 (5): 1244–1250.
doi:10.1080/03610929208830842 (https://doi.org/10.1080%2F03610929208830842).
Premaratne, G., Bera, A. K. (2001). Adjusting the Tests for Skewness and Kurtosis for
Distributional Misspecifications. Working Paper Number 01-0116, University of Illinois.
Forthcoming in Comm in Statistics, Simulation and Computation. 2016 1-15
Premaratne, G., Bera, A. K. (2000). Modeling Asymmetry and Excess Kurtosis in Stock
Return Data. Office of Research Working Paper Number 00-0123, University of Illinois.
Skewness Measures for the Weibull Distribution (https://ssrn.com/abstract=2590356)

External links
"Asymmetry coefficient" (https://www.encyclopediaofmath.org/index.php?title=Asymmetry_c
oefficient), Encyclopedia of Mathematics, EMS Press, 2001 [1994]
An Asymmetry Coefficient for Multivariate Distributions (http://petitjeanmichel.free.fr/itoweb.p
etitjean.skewness.html) by Michel Petitjean
On More Robust Estimation of Skewness and Kurtosis (http://repositories.cdlib.org/cgi/viewc
ontent.cgi?article=1017&context=ucsdecon) Comparison of skew estimators by Kim and
White.
Closed-skew Distributions — Simulation, Inversion and Parameter Estimation (http://dahoiv.
net/master/index.html)

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