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A simple measure of skewness
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Groeneveld (1986) in discussing the skewness for the Weibull family has pointed out the shortcomings of the classical measures of asymmetry—the standardized third moment and the Pearson measure of skewness. He has shown that a modified form of the Pearson measure b3= (μ‐m)/E|X‐m| portrays the skewness of Weibull family quite well. We give another competitive measure of skewness T that is easy to interpret and is based on conditional expectations. The proposed measure satisfies the desirable properties of a skewness measure.
Title: A simple measure of skewness
Description:
Groeneveld (1986) in discussing the skewness for the Weibull family has pointed out the shortcomings of the classical measures of asymmetry—the standardized third moment and the Pearson measure of skewness.
He has shown that a modified form of the Pearson measure b3= (μ‐m)/E|X‐m| portrays the skewness of Weibull family quite well.
We give another competitive measure of skewness T that is easy to interpret and is based on conditional expectations.
The proposed measure satisfies the desirable properties of a skewness measure.
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