semTools (version 0.4-11)

skew: Finding skewness

Description

Finding skewness (g1) of an object

Usage

skew(object, population=FALSE)

Arguments

object

A vector used to find a skewness

population

TRUE to compute the parameter formula. FALSE to compute the sample statistic formula.

Value

• A value of a skewness with a test statistic if the population is specified as FALSE

Details

The skewness computed is g1. The parameter skewness $\gamma_{2}$ formula is $$\gamma_{2} = \frac{\mu_{3}}{\mu^{3/2}_{2}},$$ where $\mu_{i}$ denotes the $i$ order central moment. The excessive kurtosis formula for sample statistic $g_{2}$ is $$g_{2} = \frac{k_{3}}{k^{2}_{2}},$$ where $k_{i}$ are the $i$ order k-statistic. The standard error of the skewness is $$Var(\hat{g}_2) = \frac{6}{N}$$ where $N$ is the sample size.

References

Weisstein, Eric W. (n.d.). Skewness. Retrived from MathWorld--A Wolfram Web Resource http://mathworld.wolfram.com/Skewness.html

See Also

• kurtosisFind the univariate excessive kurtosis of a variable
• mardiaSkewFind the Mardia's multivariate skewness of a set of variables
• mardiaKurtosisFind the Mardia's multivariate kurtosis of a set of variables

Examples

skew(1:5)