A measure of asymmetry

被引:24
作者
Patil, P. N. [2 ]
Patil, P. P. [3 ]
Bagkavos, D. [1 ]
机构
[1] Accenture, Athens 14564, Greece
[2] Univ Birmingham, Sch Math & Stat, Birmingham B15 2TT, W Midlands, England
[3] Miami Univ, Dept Stat, Oxford, OH 45056 USA
关键词
Asymmetry measure; Correlation; Nonparametric; Skewness; SYMMETRY; SKEWNESS;
D O I
10.1007/s00362-011-0401-6
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
It is a general practice to make assertions about the symmetry or asymmetry of a probability density function based on the coefficients of skewness. Since most of the coefficients of skewness are designed to be zero for a symmetric density, they overall do provide an indication of symmetry. However, skewness is primarily influenced by the tail behavior of a density function, and the skewness coefficients are designed to capture this behavior. Thus they do not calibrate asymmetry in the density curves. We provide a necessary condition for a probability density function to be symmetric and use that to measure asymmetry in a continuous density curve on the scale of -1 to 1. We show through examples that the proposed measure does an admirable job of capturing the visual impression of asymmetry of a continuous density function.
引用
收藏
页码:971 / 985
页数:15
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