Definition:Skewness/Coefficient
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Definition
Let $X$ be a random variable with mean $\mu$ and standard deviation $\sigma$.
The coefficient of skewness of $X$ is the coefficient:
- $\gamma_1 = \expect {\paren {\dfrac {X - \mu} \sigma}^3}$
where $\mu_i$ denotes the $i$th central moment of $X$.
Also see
- Results about skewness can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): coefficient of skewness
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): coefficient of skewness