Lesson 6.

SKEWNESS AND KURTOSIS

SKEWNESS MEANS “LACK OF SYMMETRY”. WE STUDY SKEWNESS TO HAVE AN IDEA ABOUT THE SHAPE OF
THE CURVE WHICH WE CAN DRAW WITH THE HELP OF THE GIVEN DATA. IF IN A DISTRIBUTION, 𝑀𝐸𝐴𝑁 =
𝑀𝐸𝐷𝐼𝐴𝑁 = 𝑀𝑂𝐷𝐸, THEN THAT DISTRIBUTION IS KNOWN AS A SYMMTERICAL DISTRIBUTION. HOWEVER, IF
IN A DISTRIBUTION, 𝑀𝐸𝐴𝑁 ≠ 𝑀𝐸𝐷𝐼𝐴𝑁 ≠ 𝑀𝑂𝐷𝐸, THEN IT IS CALLED A SKEWED DISTRIBUTION.

Fig. 6.1 Types of Skewness

MEASURES OF SKEWNESS:

THE IMPORTANT MEASURES OF SKEWNESS ARE:

(i) KARL – PEARSON’S MEASUREMENT OF SKEWNESS

𝑋̅ − 𝑋̂ ̃
3(𝑋̅ − 𝑋)
𝑆𝐾𝑃 = 𝑆𝐾𝑃 = (𝐼𝐹 𝑀𝑂𝐷𝐸 𝐼𝑆 𝐼𝐿𝐿 − 𝐷𝐸𝐹𝐼𝑁𝐸𝐷)
𝜎 𝜎

(ii) BOWLEY’S COEFFICIENT OF SKEWNESS

𝑄3 + 𝑄1 − 2𝑄2
𝑆𝐾𝐵 =
𝑄3 − 𝑄1

(iii) MEASURES OF SKEWNESS BASED ON MOMENTS

FOR UNGROUPED DATA: FOR GROUPED DATA:

1 1
FIRST MOMENT: 𝜇1 = ෍(𝑋1 − 𝑋̅) FIRST MOMENT: 𝜇1 = ෍ 𝑓(𝑋1 − 𝑋̅)
𝑁 𝑁
1 1
SECOND MOMENT: 𝜇2 = ෍(𝑋1 − 𝑋̅)2 SECOND MOMENT: 𝜇2 = ෍ 𝑓(𝑋1 − 𝑋̅ )2
𝑁 𝑁
1 1
THIRD MOMENT: 𝜇3 = ෍(𝑋1 − 𝑋̅)3 THIRD MOMENT: 𝜇3 = ෍ 𝑓(𝑋1 − 𝑋̅)3
𝑁 𝑁
1 1
FOURTH MOMENT: 𝜇4 = ෍(𝑋1 − 𝑋̅)4 FOURTH MOMENT: 𝜇4 = ෍ 𝑓(𝑋1 − 𝑋̅)4
𝑁 𝑁

𝜇3 2
𝛽1 =
𝜇2 3

KURTOSIS IS USED TO DESCRIBE THE PEAKEDNESS OF A NORMAL CURVE. MEASURE OF KURTOSIS TELLS
US THE EXTENT TO WHICH A DISTRIBUTION IS MORE PEAKED OR MORE FLAT – TOPPED THAN THE NORMAL
CURVE. IF A CURVE IS SYMMETRICAL END BELL – SHAPED IT IS CALLED MESOKURTIC. IF A CURVE IS
RELATIVELY NARROWER AND PEAKED AT THE TOP, IT IS CALLED LEPTOKURTIC. IF THE FREQUENCY OF
THE CURVE IS MORE FLAT THAN NORMAL, IT IS CALLED PLATYKURTIC.
 Fig. 6.2 Types of Kurtosis

MEASURE OF KURTOSIS:

(i) MEASURES OF SKEWNESS BASED ON MOMENTS

FOR UNGROUPED DATA: FOR GROUPED DATA:

1 1
FIRST MOMENT: 𝜇1 = ෍(𝑋1 − 𝑋̅) FIRST MOMENT: 𝜇1 = ෍ 𝑓(𝑋1 − 𝑋̅)
𝑁 𝑁
1 1
SECOND MOMENT: 𝜇2 = ෍(𝑋1 − 𝑋̅)2 SECOND MOMENT: 𝜇2 = ෍ 𝑓(𝑋1 − 𝑋̅)2
𝑁 𝑁
1 1
THIRD MOMENT: 𝜇3 = ෍(𝑋1 − 𝑋̅)3 THIRD MOMENT: 𝜇3 = ෍ 𝑓(𝑋1 − 𝑋̅)3
𝑁 𝑁
1 1
FOURTH MOMENT: 𝜇4 = ෍(𝑋1 − 𝑋̅)4 FOURTH MOMENT: 𝜇4 = ෍ 𝑓(𝑋1 − 𝑋̅)4
𝑁 𝑁

𝜇4
𝛽2 =
𝜇2 2

If 𝛽2 = 3, the distribution is said to be normal and the curve is Mesokurtic

If 𝛽2 > 3, the distribution is said to be more peaked and the curve is Leptokurtic

If 𝛽2 < 3, the distribution is said to be flat − peaked and the curve is Platykurtic

Ex.:

1. CALCULATE THE COEFFICIENT OF SKEWNESS FOR THE FOLLOWING DATA:

25 15 23 40 27 25 23 25 20

USING:
[A] KARL – PEARSON’S COEFFICIENT OF SKEWNESS
[B] BOWLEY’S COEFFICIENT OF SKEWNESS

[A] KARL – PEARSON’S COEFFICIENT OF SKEWNESS

∑ 𝑋 25 + 15 + 23 + 40 + 27 + 25 + 23 + 25 + 20
𝑋̅ = = = 24.78
𝑁 9

𝑋̂ = 25
 ∑(𝑋 − 𝑋̅ )2 (25 − 24.78)2 + (15 − 24.78)2 + … + (20 − 24.78)2
𝜎=√ =√ = 6.34
𝑁 9

𝑋̅ − 𝑋̂ 24.78 − 25
𝑆𝐾𝑃 = = = −0.0347
𝜎 6.34

[B] BOWLEY’S COEFFICIENT OF SKEWNESS

15 20 23 23 25 25 25 27 40

1(9 + 1)
1ST QUARTILE: = 2.5𝑡ℎ 𝑃𝑂𝑆𝐼𝑇𝐼𝑂𝑁 𝑄1 = 20 + 0.5(23 − 20) = 21.5
4
2(9 + 1)
2ND QUARTILE: = 5𝑡ℎ 𝑃𝑂𝑆𝐼𝑇𝐼𝑂𝑁 𝑄2 = 25
4
3(9 + 1)
3RD QUARTILE: = 7.5𝑡ℎ 𝑃𝑂𝑆𝐼𝑇𝐼𝑂𝑁 𝑄3 = 25 + 0.5(27 − 25) = 26
4

𝑄3 + 𝑄1 − 2𝑄2 26 + 21.5 − 2(25)

𝑆𝐾𝐵 = = = −0.5556
𝑄3 − 𝑄1 26 − 21.5

2. FIND THE KARL – PEARSON’S COEFFICIENT OF SKEWNESS FOR THE GIVEN FREQUENCY
DISTRIBUTION:

CLASS 0–5 6 – 11 12 – 17 18 – 23 24 – 29 30 – 35 36 – 41 42 – 47
f 2 5 7 13 21 16 8 3

CLASS f X CB fX (𝑿 − 𝑿̅ )𝟐 𝒇 (𝑿 − 𝑿 ̅ )𝟐
0–5 2 2.5 - 0.5 – 5.5 5 541.96 1083.92
6 – 11 5 8.5 5.5 – 11.5 42.5 298.59 1492.95
12 – 17 7 14.5 11.5 – 17.5 101.5 127.24 890.68
18 – 23 13 20.5 17.5 – 23.5 266.5 27.88 362.44
24 – 29 21 26.5 23.5 – 29.5 556.5 0.52 10.92
30 – 35 16 32.5 29.5 – 35.5 520 45.16 722.56
36 – 41 8 38.5 35.5 – 41.5 308 161.79 1294.32
42 – 47 3 44.5 41.5 – 47.5 133.5 350.44 1051.32
N = 75 Σ𝑓𝑋 = 1933.5 Σ𝑓 𝑋 − 𝑋̅ )2 = 6909.11
(

Σ𝑓𝑋 1933.5
𝑋̅ = = = 25.78
𝑁 75

(21 − 13)
𝑋̂ = 23.5 + [ ] (6) = 27.19
(21 − 13) + (21 − 16)

Σ𝑓(𝑋 − 𝑋̅)2 6909.11

𝜎=√ =√ = 9.59
𝑁 75

𝑋̅ − 𝑋̂ 25.78 − 27.19
𝑆𝐾𝑃 = = = −0.147
𝜎 9.59

3. CALCULATE 𝛽1 AND 𝛽2 FOR THE FOLLOWING DATA:

CI 30 – 33 34 – 37 38 – 41 42 – 45 46 – 49 50 – 53
f 2 4 26 47 15 6

CI f X 𝒇𝑿 (𝑿 − 𝑿̅) 𝒇(𝑿 − 𝑿̅ )𝟐 𝒇(𝑿 − 𝑿 ̅ )𝟑 𝒇(𝑿 − 𝑿̅ )𝟒

30 – 33 2 31.5 63 – 11.48 263.58 – 3025.91 34737.42
34 – 37 4 35.5 142 – 7.48 223.80 – 1674.04 12521.79
38 – 41 26 39.5 1027 – 3.48 314.87 – 1095.64 3813.16
42 – 45 47 43.5 2044.5 0.52 12.71 6.58 3.44
46 – 49 15 47.5 712.5 4.52 306.46 1385.25 6261.02
50 – 53 6 51.5 309 8.52 435.54 3710.82 31616.22
N = 100 Σ𝑓𝑋 = 4298 Σ = 1556.96 Σ = −692.94 Σ = 88952.90
 Σ𝑓𝑋 4298
𝑋̅ = = = 42.98
𝑁 100

1 1
SECOND MOMENT: 𝜇2 = ෍ 𝑓(𝑋1 − 𝑋̅)2 = (1556.96) = 15.57
𝑁 100
1 1
THIRD MOMENT: 𝜇3 = ෍ 𝑓(𝑋1 − 𝑋̅)3 = (−692.94) = −6.93
𝑁 100
1 1
FOURTH MOMENT: 𝜇4 = ෍ 𝑓(𝑋1 − 𝑋̅)4 = (88952.90) = 889.53
𝑁 100

𝜇3 2 (−6.93)2 𝜇4 889.53
𝛽1 = = = 0.0127 𝛽2 = = = 3.669
𝜇2 3 (15.57)3 𝜇2 2 (15.57)2

SINCE 𝛽2 > 3, THE CURVE IS LEPTOKURTIC