Easy Skewness question

  • #1
joshmccraney
Gold Member
1,964
104
hey pf!

i am wondering, if you're looking at two data sets and each set has different skewness levels (i.e. perhaps set 1 has a skewness of .4 and set 2 has a skewness of .5) do we say that these two are relatively un-skewed or highly skewed (or perhaps one of each)?

in other words, how do i compare levels of skewness?

i have the same question for kurtosis, if you could explain?

thanks a ton!

josh
 

Answers and Replies

  • #2
FactChecker
Science Advisor
Gold Member
5,969
2,287
You may be trying to get more out of these measurements than they deserve, but that's OK. Here is my two bits. Maybe someone can clarify more:

The skewness of a PDF is definitely influenced by its standard deviation, σ. For this reason, I think that the skew values of two PDFs can only be meaningfully compared if they have identical standard deviations. Of course, any symmetric PDF will have skewness=0. Other than that, I would normalize the skewness number by dividing it by σ3. I would look at some well known unsymmetric distributions like Chi2 and normalize their skewness values to get a feel for the meaning of some values. I have never done this exercise, but maybe someone else can add some insight.
 

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