Complementary information for skewness measures
In: Statistica Neerlandica: journal of the Netherlands Society for Statistics and Operations Research, Band 69, Heft 4, S. 442-459
ISSN: 1467-9574
This paper introduces some new elements to measure the skewness of a probability distribution, suggesting that a given distribution can have both positive and negative skewness, depending on the centred sub‐interval of the support set being observed. A skewness function for positive reals is defined, from which a bivariate index of positive–negative skewness is obtained. Certain interesting properties of this new index are studied, and they are also obtained for some common discrete distributions. We show the advantages of their use as a complement to the information derived by traditional measures of skewness.