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Skewness

Skewness

From Wikipedia, the free encyclopedia

Example distribution with non-zero (positive) skewness. These data are from experiments on wheat grass growth.

In probability theory and statistics, skewness is a measure of the asymmetry of the probability distribution of a real-valued random variable about its mean. The skewness value can be positive or negative, or even undefined.

The qualitative interpretation of the skew is complicated. For a unimodal distribution, negative skew indicates that the tail on the left side of the probability density function is longer or fatter than the right side – it does not distinguish these shapes. Conversely, positive skew indicates ...view middle of the document...

Within each graph, the bars on the right side of the distribution taper differently than the bars on the left side. These tapering sides are called tails, and they provide a visual means for determining which of the two kinds of skewness a distribution has:

negative skew: The left tail is longer; the mass of the distribution is concentrated on the right of the figure. The distribution is said to be left-skewed, left-tailed, or skewed to the left.[1]

positive skew: The right tail is longer; the mass of the distribution is concentrated on the left of the figure. The distribution is said to be right-skewed, right-tailed, or skewed to the right.[1]

Negative and positive skew diagrams (English).svg

Skewness in a data series may be observed not only graphically but by simple inspection of the values. For instance, consider the numeric sequence (49, 50, 51), whose values are evenly distributed around a central value of (50). We can transform this sequence into a negatively skewed distribution by adding a value far below the mean, as in e.g. (40, 49, 50, 51). Similarly, we can make the sequence positively skewed by adding a value far above the mean, as in e.g. (49, 50, 51, 60).

Relationship of mean and median[edit]

The skewness is not strictly connected with the relationship between the mean and median: a distribution with negative skew can have the mean greater than or less than the median, and likewise for positive skew.

In the older notion of nonparametric skew, defined as (\mu - \nu)/\sigma, where µ is the mean, ν is the median, and σ is the standard deviation, the skewness is defined in terms of this relationship: positive/right nonparametric skew means the mean is greater than (to the right of) the median, while negative/left nonparametric skew means the mean is less than (to the left of) the median. However, the modern definition of skewness and the traditional nonparametric definition do not in general have the same sign: while they agree for some families of distributions, they differ in general, and conflating them is misleading.

If the distribution is symmetric then the mean is equal to the median and the distribution will have zero skewness.[2] If, in addition, the distribution is unimodal, then the mean = median = mode. This is the case of a coin toss or the series 1,2,3,4,... Note, however, that the converse is not true in general, i.e. zero skewness does not imply that the mean is equal to the median.

"Many textbooks," a 2005 article points out, "teach a rule of thumb stating that the mean is right of the median under right skew, and left of the median under left skew. This rule fails with surprising frequency. It can fail in multimodal distributions, or in distributions where one tail is long but the other is heavy. Most commonly, though, the rule fails in discrete distributions where the areas to the left and right of the median are not equal.[clarification needed] Such distributions not only contradict the textbook...

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