BowleySkew: Bowley's Univariate Skewness

In KbMvtSkew: Khattree-Bahuguna's Univariate and Multivariate Skewness

Description

Compute Bowley's Univariate Skewness.

Usage

BowleySkew(x)

Arguments

x	a vector of original observations.

Details

Bowley's skewness is defined in terms of quantiles as

\hat{γ} = \frac{Q_3 + Q_1 - 2 Q_2}{Q_3 - Q_1}

where Q_i is the ith quartile i=1,2,3 of the data.

Value

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

References

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

Examples

# 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)

KbMvtSkew documentation built on March 26, 2020, 7:44 p.m.