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Measuring Skewness and Kurtosis

Richard A. Groeneveld and Glen Meeden
Journal of the Royal Statistical Society. Series D (The Statistician)
Vol. 33, No. 4 (Dec., 1984), pp. 391-399
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2987742
Stable URL: http://www.jstor.org/stable/2987742
Page Count: 9
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Measuring Skewness and Kurtosis
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Abstract

The question of how to measure the degree of skewness of a continuous random variable is addressed. In van Zwet (1964) a method for ordering two distributions with regard to skewness is given. Here, using the concept of comparative skewness, we consider properties that a measure of skewness should satisfy. Several extensions of the Bowley measure of skewness taking values on (-1, 1) are discussed. How well these measures reflect one's intuitive idea of skewness is examined. These measures of skewness are extended to measures of kurtosis for symmetric distributions.

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