Description Usage Arguments Details Value References Examples

Compute Bowley's Univariate Skewness.

1 | ```
BowleySkew(x)
``` |

`x` |
a vector of original observations. |

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 *i*th quartile *i=1,2,3* of the data.

`BowleySkew`

gives the Bowley's univariate skewness of the data.

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

1 2 3 4 5 6 7 8 9 | ```
# 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)
``` |

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