skew {semTools} | R Documentation |
Finding skewness
Description
Finding skewness (g_{1}
) of an object
Usage
skew(object, population = FALSE)
Arguments
object |
A vector used to find a skewness |
population |
|
Details
The skewness computed by default is g_{1}
, the third standardized
moment of the empirical distribution of object
.
The population parameter skewness \gamma_{1}
formula is
\gamma_{1} = \frac{\mu_{3}}{\mu^{3/2}_{2}},
where \mu_{i}
denotes the i
order central moment.
The skewness formula for sample statistic g_{1}
is
g_{1} = \frac{k_{3}}{k^{2}_{2}},
where k_{i}
are the i
order k-statistic.
The standard error of the skewness is
Var(\hat{g}_1) = \frac{6}{N}
where N
is the sample size.
Value
A value of a skewness with a test statistic if the population is
specified as FALSE
Author(s)
Sunthud Pornprasertmanit (psunthud@gmail.com)
References
Weisstein, Eric W. (n.d.). Skewness. Retrived from MathWorld–A Wolfram Web Resource: http://mathworld.wolfram.com/Skewness.html
See Also
-
kurtosis
Find the univariate excessive kurtosis of a variable -
mardiaSkew
Find Mardia's multivariate skewness of a set of variables -
mardiaKurtosis
Find the Mardia's multivariate kurtosis of a set of variables
Examples
skew(1:5)