Estimator

Sample skewness

Let {𝑋𝑗}𝑛𝑗=1 be a sample of independent and identically distributed real random variables with mean 𝜇 and variance 𝜎2. The sample skewness is #m/def/prob

1𝑛𝑛𝑗=1(𝑋𝑗――𝑋𝑛)3𝑆3𝑛

where 𝑆2𝑛 is the Sample variance. This estimates the Skewness of a sample.


#state/tidy | #lang/en | #SemBr