A simulation Study of Some Sample Measures of Skewness. | [Pakistan Journal of Statistics • 2016]

Author(s):

1. I H Tajuddin: College of Computer and Information Sciences Institute of Business Management, Karachi, Pakistan

Abstract:

Holgersson (2010) has proposed a modified skewness measure that is based on the Pearson measure and the classical measure. He has claimed that the modified skewness measure uniquely determines the symmetry of variable for a wide range of distributions. However, he ignored in his study, the recently introduced measures. It is well known that the classical measure of skewness, measured by the standardized third moment is criticized in the literature. It is established that the Pearson measure does not portray skewness correctly in some situations and it does not preserve the ordering of skewness. The measure introduced by Holgersson (2010) inherits the drawbacks of both the classical and the Pearson measures of skewness. Doane and Seward (2011) have advocated the use of Pearson measure of skewness because it is simple to compute and interpret.

Page(s): 49-62

DOI: DOI not available

Published: Journal: Pakistan Journal of Statistics, Volume: 32, Issue: 1, Year: 2016

Keywords:

Keywords are not available for this article.

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