History of Skewness

Difference (from prior major revision) (minor diff, author diff)

Changed: 3c3

Skewness is defined as μ₃ / σ³, where μ₃ is the third moment about the mean and σ is the standard deviation.

Skewness is defined as μ₃ / σ³, where μ₃ is the third moment about the mean and σ is the standard deviation. The skewness of a random variable X is sometimes denoted Skew[X].

Added: 5a6,7

If Y is the sum of n independent random variables, all with the same distribution as X, then it can be shown that Skew[Y] = Skew[X] / √n.

	Revision 6 . . (edit) September 23, 2001 8:12 pm by Zundark [rearrange a little]
	Revision 5 . . September 23, 2001 8:06 pm by Zundark [add formula form skewness of sum of iid rvs]
	Revision 4 . . September 23, 2001 7:06 pm by Zundark [correcting]
	Revision 3 . . September 23, 2001 10:45 am by Simon J Kissane
	Revision 2 . . September 23, 2001 10:42 am by Simon J Kissane
	Revision 1 . . September 23, 2001 10:34 am by Simon J Kissane