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Measure of Skewness and Kurtosis

C.I. f C.I. f
0-5 10 0-5 10
5-10 30 5-10 40
10-15 60 10-15 30
15-20 60 15-20 90
20-25 30 20-25 20
25-30 10 25-30 10

𝑋 = 15
𝜎=6

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90
60 60
𝒙 = 15
𝝈 = 𝟔

30 30
40

30

20
10 10
10 10

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Skewness
When a series is not symmetrical it is said to be asymmetrical or skewed.
A distribution is said to be ‘skewed’ when the mean and median
fall at different points in the distribution, and the balance (or centre of
gravity) is shifted to one side or the other to left or right.

Measure of skewness is the lack of symmetry of a distribution.

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Dispersion is concerned with the amount of variation rather than with its
direction.
Skewness tell us about the direction of the variation or the departure from
symmetry.

Types of Skewness: (i) Symmetrical Distribution


(ii) Positively Skewed Distribution (Mean > Mode)
(iii) Negatively Skewed Distribution (Mean < Mode)

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Measure of Skewness
Absolute measures of Skewness(Sk)

Sk = 𝑋 - Mode

Relative measures of Skewness:


(i) Karl pearson’s coefficient of skewness.
(ii) Bowley’s coefficient of skewness.
(iii) Measure of skewness based on moments.

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(i) Karl pearson’s coefficient of skewness.
𝑀𝑒𝑎𝑛−𝑀𝑜𝑑𝑒 𝑋−𝑀𝑜
Coefficient of Skewness : Sk = =
𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝜎

however, in practice, it is rare that the value of Sk exceed the limits of ±𝟏.

But using , Mode = 3 Median – 2 Mean


3(𝑋− 𝑀𝑒𝑑𝑖𝑎𝑛)
Sk =
𝜎
this measure can vary between ±𝟑 ;

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(ii) Bowley’s coefficient of skewness
It is based on Quartiles. In a symmetrical distribution first and third
quartiles are equidistant from the median :
𝑄1 𝑀𝐸𝐷𝐼𝐴𝑁 𝑄3

In a symmetrical distribution the third quartile is the same distance above


the median as the first quartile is below it, i.e.,
𝑄3 − 𝑀𝑒𝑑𝑖𝑎𝑛 = 𝑀𝑒𝑑𝑖𝑎𝑛 − 𝑄1
or 𝑄3 + 𝑄1 − 2 𝑀𝑒𝑑𝑖𝑎𝑛 = 0

𝑄3 + 𝑄1 − 2 𝑀𝑒𝑑𝑖𝑎𝑛
∴ Sk =
𝑄3 − 𝑄1
This measure is called the quartile measure of skewness and varies
between ± 1.
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(iii) Moments
Moment is a measure of a force with respect to its tendency to
provide rotation.
The strength of the tendency depends on the amount of force and the
distance from the origin of the point at which the force is exerted.

Definition: Let the symbol xi = (𝑿𝒊 − 𝑿) be used to represent the deviation of any
item in a distribution from the arithmetic average of that distribution.
The arithmetic mean of the various powers of these deviations in any
distribution are called the moments of the distribution.

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Central Moments (Moments about the Arithmetic Mean):
(𝑋𝑖 −𝑋)
First Moment 𝜇1 = : (sum of the deviations from
𝑁
A.M. is always zero. 𝝁𝟏 = 𝟎)
2
(𝑋𝑖 −𝑋)
Second Moment 𝜇2 = = 𝜎 2 = Variance
𝑁
3
(𝑋𝑖 −𝑋)
Third Moment 𝜇3 =
𝑁

4
(𝑋𝑖 −𝑋)
Fourth Moment 𝜇4 =
𝑁

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For a frequency distribution:
𝑓𝑖 (𝑋𝑖 −𝑋)
First Moment 𝜇1 =
𝑁
2
𝑓𝑖 (𝑋𝑖 −𝑋)
Second Moment 𝜇2 = = 𝜎 2 = Variance
𝑁

3 3
𝑓𝑖 (𝑋𝑖 −𝑋) 𝑓𝑖 𝑥𝑖
Third Moment 𝜇3 = or
𝑁 𝑁

4 4
𝑓𝑖 (𝑋𝑖 −𝑋) 𝑓𝑖 𝑥𝑖
Fourth Moment 𝜇4 = or
𝑁 𝑁

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Non-central Moments (Moments about the Assumed Mean)
Where the actual mean is in fractions it is difficult to calculate moments by applying the
above formulae. In such cases we can first compute moments about an arbitrary origin(A).

(𝑋𝑖 −𝐴) 𝑓𝑖 (𝑋𝑖 −𝐴)


𝜇1′ = =𝑋−𝐴 ; 𝜇1′ =
𝑁 𝑁
Mean = 𝑋 = 𝜇1′ + A

2 2
(𝑋𝑖 −𝐴) 𝑓𝑖 (𝑋𝑖 −𝐴)
𝜇2′ = ; 𝜇2′ =
𝑁 𝑁
3 3
(𝑋𝑖 −𝐴) 𝑓𝑖 (𝑋𝑖 −𝐴)
𝜇3′ = ; 𝜇3′ =
𝑁 𝑁
4 3
(𝑋𝑖 −𝐴) 𝑓𝑖 (𝑋𝑖 −𝐴)
𝜇4′ = ; 𝜇4′ =
𝑁 𝑁

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Conversion of moments about an Arbitrary origin into
Moments about mean

𝜇1 = 𝜇1′ − 𝜇1′

2
𝜇2 = 𝜇2′ − (𝜇1′ )

′ 3
𝜇3 = 𝜇3′ − 3𝜇1′ 𝜇2′ + 2(𝜇1 )

′ 2 ′ 4
𝜇4 = 𝜇4′ − 4𝜇1′ 𝜇3′ + ′
6𝜇2 (𝜇1 ) − 3(𝜇1 )

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Kurtosis
Kurtosis enables us to have an idea about the ‘flatness’ or ‘peakedness’
in the region about the mode of a frequency curve.

“Convexity of the frequency curve”

𝜇4
It is measured by the Coefficient of 𝛽2 = or 𝛾2 = 𝛽2 −3
𝜇22
(i) 𝛽2 = 3, i.e., 𝛾2 = 0 : mesokurtic curve
(ii) 𝛽2 < 3, i.e., 𝛾2 < 0 : platykurtic curve
(iii) 𝛽2 > 3, i.e., 𝛾2 > 0 : leptokurtic curve

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𝜇32
𝛽1 (beta one) = (Coeff. of Skewness)
𝜇23

𝜇4
𝛽2 (beta two) = (Coeff. of Kurtosis)
𝜇22

𝛾1 (Gamma one) = 𝛽1 (Coeff. of Skewness)

𝛾2 (Gamma two) = 𝛽2 −3 (Coeff. of Kurtosis)

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Marks Frequency
0-10 5
10-20 20
20-30 15
30-40 45
40-50 10
50-60 5

Find the Measure of skewness based on moments.

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𝑋 = 30
Mode = 35.3846

Absolute measures of Skewness(Sk)

Sk = 𝑋 - Mode = -5.3846

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Mid point
Marks f 𝒅 = (𝒎 − 𝟑𝟓)/𝟏𝟎 fd 𝒇𝒅𝟐 𝒇𝒅𝟑 𝒇𝒅𝟒
(m)
0-10 5 5 -3 -15 45 -135 405
10-20 15 20 -2 -40 80 -160 320
20-30 25 15 -1 -15 15 -15 15
30-40 35 45 0 0 0 0 0
40-50 45 10 +1 10 10 10 10
50-60 55 5 +2 10 20 40 80
N =100 𝒇𝒅 = -50 𝒇𝒅𝟐 = 170 𝒇𝒅𝟑 = -260 𝒇𝒅𝟒 = 830

𝑓𝑖 𝑑𝑖 𝑓𝑖 𝑑𝑖3
𝜇1′ = × 𝑖 = -5 𝜇3′ = × 𝑖 3 = 2600
𝑁 𝑁
Mean = 𝑋 = 𝜇1′ + A = 30
𝑓𝑖 𝑑𝑖4
𝑓𝑖 𝑑𝑖2 𝜇4′ = × 𝑖 4 = 83000
𝑁
𝜇2′ = × 𝑖 2 = 170
𝑁

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′ 2
𝜇2 = 𝜇1′ − (𝜇1 ) = 145 = variance = 𝜎 2

′ 3
𝜇3 = 𝜇3′ − 3𝜇1′ 𝜇2′ + 2(𝜇1 ) = −300
2 4
𝜇4 = 𝜇4′ − 4𝜇1′ 𝜇3′ + 6𝜇2′ (𝜇1′ ) − 3(𝜇1′ ) = 54625

𝜇32 𝜇4
𝛽1 = = - 0.02952 ; 𝛽2 = = 2.5981
𝜇23 𝜇22

𝛾1 = 𝛽1 = - 0.172 ; 𝛾2 = 𝛽2 −3 = -0.4019

Since, 𝛾1 - is negative, the distribution is negatively skewed.


𝛾2 - is negative, the distribution is platykurtic curve.
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