KbMvtSkew (version 1.0.2)

BowleySkew: Bowley's Univariate Skewness

Description

Compute Bowley's Univariate Skewness.

Usage

BowleySkew(x)

Arguments

x

a vector of original observations.

Value

BowleySkew gives the Bowley's univariate skewness of the data.

Details

Bowley's skewness is defined in terms of quantiles as $$\hat{\gamma} = \frac{Q_3 + Q_1 - 2 Q_2}{Q_3 - Q_1}$$ where \(Q_i\) is the \(i\)th quartile \(i=1,2,3\) of the data.

References

Bowley, A. L. (1920). Elements of Statistics. London : P.S. King & Son, Ltd.

Examples

# NOT RUN {
# Compute Bowley's univariate skewness

set.seed(2019)
x <- rnorm(1000) # Normal Distribution
BowleySkew(x)

set.seed(2019)
y <- rlnorm(1000, meanlog = 1, sdlog = 0.25) # Log-normal Distribution
BowleySkew(y)

# }