An improved skewness measure

Richard A. Groeneveld, Glen Meeden

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

Skewness is an important property of a population. Although many measures have been proposed there is no consensus on what should be used in practice. We propose a new measure which is appropriate when the direction of the skewness is known a priori. It is simple to interpret and easy to estimate.

Original languageEnglish (US)
Pages (from-to)325-337
Number of pages13
JournalMetron
Volume67
Issue number3
StatePublished - Dec 1 2009

Keywords

  • Bayesian bootstrap
  • Influence function
  • Skewness measure

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