Description Usage Arguments Details Value References Examples
Compute Bowley's Univariate Skewness.
1 | BowleySkew(x)
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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 ith 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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