2.

6 Skewness and Kurtosis

The skewness and kurtosis fundamental in many statistical analysis. That are the
characteristics of the location and variability of data. Further characterization data including
skewness and kurtosis.

2.6.1 Skewness

The skewness is a measure of symmetry, or more precisely the skewness called the lack
of symmetry. A distribution or data, is symmetric if it present the same to the left and right of
center point or y axis if we compare to the Cartesians coordinates.

The first distribution shown has a positive skew. This means that it has a long tail in the
positive direction. The distribution below it has a negative skew since it has a long tail in the
negative direction. Finally, the third distribution is symmetric and has no skew. Distributions
with positive skew are sometimes called "skewed to the right" whereas distributions with
negative skew are called "skewed to the left."

2.6.1.1 For univariate data x1, x2, ..., xN, the formula for skewness is:

where is the mean, is the standard deviation, and N is the number of data points. The
skewness for a normal distribution is zero, and any symmetric data should have a skewness
near zero. Negative values for the skewness indicate data that are skewed left and positive
 values for the skewness indicate data that are skewed right. By skewed left, we mean that the
left tail is long relative to the right tail. Similarly, skewed right means that the right tail is long
relative to the left tail. Some measurements have a lower bound and are skewed right. For
example, in reliability studies, failure times cannot be negative.

2.6.1.2 The coefficient of skewness for vitiate data.

To find the value of the coefficient of skewness can be calculated using three methods. These
methods are:

a) Karl Pearson Method, Karl Pearson determine coefficient of skewness by

following equation:

x − Mo 3( x − Md )
Sk = or, S k =
s s

Where, Sk= Coefficient of skewness

x = Average of data

Mo= Modus

Me= Median

s = Deviation

b) Bowley method, Bowley determine coefficient of skewness by following

equation:

( Q1 − Q2 ) + ( Q3 − Q2 ) ( Q1 + Q3 − 2Q2 )
Sk = or, S k =
Q3 − Q1 Q3 − Q1

Where, Sk= Coefficient of skewness, Q1= First quartile, Q2= Second quartile, and Q3= Third
quartile

c) Persentil method, determine coefficient of skewness by following equation:

( P90 − P50 ) + ( P10 − P50 ) ( P90 + P10 − 2 P50 )

Sk = or, S k =
P90 − P10 P90 − P10
 1. Kurtosis

Kurtosis is based on the size of a distribution's tails. Distributions with relatively large
tails are called "leptokurtic"; those with small tails are called "platykurtic." A distribution
with the same kurtosis as the normal distribution is called "mesokurtic." The following
formula can be used to calculate kurtosis:

kurtosis =
∑ ( X − µ) 4

−3
Nσ 4

where σ is the standard deviation. The kurtosis of a normal distribution is 0. The following
two distributions have the same variance, approximately the same skew, but differ markedly
in kurtosis.