Skewness &

Kurtosis
PROF. DR. KRISHANU DEYASI
Recap of Moments

Moment is useful for:

1.Central tendency (Mean)
2. Dispersion (Variance)
3. Skewness & Kurtosis
Recap of Moments

Moment is useful for:

1.Central tendency (Mean)
2. Dispersion (Variance)
3. Skewness & Kurtosis

Types of Moments:
1. Moments about any arbitrary point
2. Moments about mean (Central moment)
3. Moments about origin (Raw moment)
Relation between Central
moment and Moment about
arbitrary point
μr = Σfi(xi – x̅)r/N
Relation between Central
moment and Moment about
arbitrary point
μr = Σfi(xi – x̅)r/N
= Σfi[(xi – a)– (x̅ - a)]r/N
Relation between Central
moment and Moment about
arbitrary point
μr = Σfi(xi – x̅)r/N
= Σfi[(xi – a)– (x̅ - a)]r/N
= [Σfi(xi – a)r - rC1 (x̅ - a) Σfi(xi – a)r-1
+ rC2 (x̅ - a)2 Σfi(xi – a)r-2 - … ]/N
Relation between Central
moment and Moment about
arbitrary point
μr = Σfi(xi – x̅)r/N
= Σfi[(xi – a)– (x̅ - a)]r/N
= [Σfi(xi – a)r - rC1 (x̅ - a) Σfi(xi – a)r-1
+ rC2 (x̅ - a)2 Σfi(xi – a)r-2 - … ]/N
= μ’r - rC1 (x̅ - a) μ’r-1 + rC2 (x̅ - a)2 μ’r-2 - …
Relation between Central
moment and Moment about
arbitrary point
μr = Σfi(xi – x̅)r/N
= Σfi[(xi – a)– (x̅ - a)]r/N
= [Σfi(xi – a)r - rC1 (x̅ - a) Σfi(xi – a)r-1
+ rC2 (x̅ - a)2 Σfi(xi – a)r-2 - … ]/N
= μ’r - rC1 (x̅ - a) μ’r-1 + rC2 (x̅ - a)2 μ’r-2 - …
In particular, for r = 2, we get
Relation between Central
moment and Moment about
arbitrary point
μr = Σfi(xi – x̅)r/N
= Σfi[(xi – a)– (x̅ - a)]r/N
= [Σfi(xi – a)r - rC1 (x̅ - a) Σfi(xi – a)r-1
+ rC2 (x̅ - a)2 Σfi(xi – a)r-2 - … ]/N
= μ’r - rC1 (x̅ - a) μ’r-1 + rC2 (x̅ - a)2 μ’r-2 - …
In particular, for r = 2, we get
μ2 = μ’2 - 2C1 (x̅ - a) μ’2-1 + 2C2 (x̅ - a)2 μ’2-2
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2C1 (x̅ - a) μ’2-1 + 2C2 (x̅ - a)2 μ’2-2
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2C1 (x̅ - a) μ’2-1 + 2C2 (x̅ - a)2 μ’2-2
= μ’2 - 2(x̅ - a) μ’1 + (x̅ - a)2 μ’0
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2C1 (x̅ - a) μ’2-1 + 2C2 (x̅ - a)2 μ’2-2
= μ’2 - 2(x̅ - a) μ’1 + (x̅ - a)2 μ’0
Now, μ’r (a) = Σfi(xi – a)r/N
So, μ’0
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2C1 (x̅ - a) μ’2-1 + 2C2 (x̅ - a)2 μ’2-2
= μ’2 - 2(x̅ - a) μ’1 + (x̅ - a)2 μ’0
Now, μ’r (a) = Σfi(xi – a)r/N
So, μ’0 = Σfi(xi – a)0/N
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2C1 (x̅ - a) μ’2-1 + 2C2 (x̅ - a)2 μ’2-2
= μ’2 - 2(x̅ - a) μ’1 + (x̅ - a)2 μ’0
Now, μ’r (a) = Σfi(xi – a)r/N
So, μ’0 = Σfi(xi – a)0/N
= Σfi/N = N/N = 1
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2C1 (x̅ - a) μ’2-1 + 2C2 (x̅ - a)2 μ’2-2
= μ’2 - 2(x̅ - a) μ’1 + (x̅ - a)2 μ’0
Now, μ’r (a) = Σfi(xi – a)r/N
So, μ’0 = Σfi(xi – a)0/N
= Σfi/N = N/N = 1
And μ’1 = Σfi(xi – a)1/N
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2C1 (x̅ - a) μ’2-1 + 2C2 (x̅ - a)2 μ’2-2
= μ’2 - 2(x̅ - a) μ’1 + (x̅ - a)2 μ’0
Now, μ’r (a) = Σfi(xi – a)r/N
So, μ’0 = Σfi(xi – a)0/N
= Σfi/N = N/N = 1
And μ’1 = Σfi(xi – a)1/N = (Σfixi – Σfia)/N
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2C1 (x̅ - a) μ’2-1 + 2C2 (x̅ - a)2 μ’2-2
= μ’2 - 2(x̅ - a) μ’1 + (x̅ - a)2 μ’0
Now, μ’r (a) = Σfi(xi – a)r/N
So, μ’0 = Σfi(xi – a)0/N
= Σfi/N = N/N = 1
And μ’1 = Σfi(xi – a)1/N = (Σfixi – Σfia)/N
= Σfixi/N– aΣfi/N
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2C1 (x̅ - a) μ’2-1 + 2C2 (x̅ - a)2 μ’2-2
= μ’2 - 2(x̅ - a) μ’1 + (x̅ - a)2 μ’0
Now, μ’r (a) = Σfi(xi – a)r/N
So, μ’0 = Σfi(xi – a)0/N
= Σfi/N = N/N = 1
And μ’1 = Σfi(xi – a)1/N = (Σfixi – Σfia)/N
= Σfixi/N– aΣfi/N = x̅ - a
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2(x̅ - a) (x̅ - a) + (x̅ - a)2 1
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2(x̅ - a) (x̅ - a) + (x̅ - a)2 1
= μ’2 - 2(x̅ - a)2 + (x̅ - a)2
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2(x̅ - a) (x̅ - a) + (x̅ - a)2 1
= μ’2 - 2(x̅ - a)2 + (x̅ - a)2
= μ’2 - (x̅ - a)2
Relation between Central
moment and Moment about
arbitrary point
μ2 = μ’2 - 2(x̅ - a) (x̅ - a) + (x̅ - a)2 1
= μ’2 - 2(x̅ - a)2 + (x̅ - a)2
= μ’2 - (x̅ - a)2
= μ’2 - μ’12
Skewness (measure of
asymmetry)
Skewed distribution

Figure from B.S. Grewal, Higher Engineering

Measures of Skewness

i) Pearson’s coefficient of skewness =

(Mean – Mode)/s.d.
Measures of Skewness

i) Pearson’s coefficient of skewness =

(Mean – Mode)/s.d.
ii) Quartile coefficient of skewness =
(Q3 + Q1 – 2Q2)/(Q3 – Q1)
Measures of Skewness

i) Pearson’s coefficient of skewness =

(Mean – Mode)/s.d.
ii) Quartile coefficient of skewness =
(Q3 + Q1 – 2Q2)/(Q3 – Q1)
iii) Coefficient
of skewness based on
third moment Ɣ1 = √ββ1
where β1= μ32/μ23
Example: Calculate β1
Example: Calculate β1

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

Example: Calculate β1

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ3 = Σfi(xi – mean(x))3/N
Example: Calculate β1

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ3 = Σfi(xi – mean(x))3/N
= Σfi(xi – 4)3/256
Example: Calculate β1

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ3 = Σfi(xi – mean(x))3/N
= Σfi(xi – 4)3/256
= [1(0-4)3 + 8(1-4)3 + 28(2 -4)3 + 56(3-4)3 + 70(4-4)3 +
56(5-4)3 + 28(6-4)3 + 8(7-4)3 + 1(8-4)3]/256
Example: Calculate β1

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ3 = Σfi(xi – mean(x))3/N
= Σfi(xi – 4)3/256
= [1(0-4)3 + 8(1-4)3 + 28(2 -4)3 + 56(3-4)3 + 70(4-4)3 +
56(5-4)3 + 28(6-4)3 + 8(7-4)3 + 1(8-4)3]/256
= [-64-152-376-56+0+56+376+152+64]/256
Example: Calculate β1

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ3 = Σfi(xi – mean(x))3/N
= Σfi(xi – 4)3/256
= [1(0-4)3 + 8(1-4)3 + 28(2 -4)3 + 56(3-4)3 + 70(4-4)3 +
56(5-4)3 + 28(6-4)3 + 8(7-4)3 + 1(8-4)3]/256
= [-64-152-376-56+0+56+376+152+64]/256
=0
Example: Calculate β1

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ3 = Σfi(xi – mean(x))3/N
= Σfi(xi – 4)3/256
= [1(0-4)3 + 8(1-4)3 + 28(2 -4)3 + 56(3-4)3 + 70(4-4)3 +
56(5-4)3 + 28(6-4)3 + 8(7-4)3 + 1(8-4)3]/256
= [-64-152-376-56+0+56+376+152+64]/256
=0
Therefore, β1 = 0.
Kurtosis (measure of peakedness)

Figure from http://itfeature.com/statistics/measure-of-dispersion/measure-of-kurtosis

Measure of Kurtosis

Ɣ2 = β2 - 3 where β2= μ4/μ22

Example: Calculate β2
Example: Calculate β2

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

Example: Calculate β2

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ4 = Σfi(xi – mean(x))4/N
Example: Calculate β2

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ4 = Σfi(xi – mean(x))4/N
= Σfi(xi – 4)4/256
Example: Calculate β2

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ4 = Σfi(xi – mean(x))4/N
= Σfi(xi – 4)4/256
= [1(0-4)4 + 8(1-4)4 + 28(2 -4)4 + 56(3-4)4 + 70(4-4)4 +
56(5-4)4 + 28(6-4)4 + 8(7-4)4 + 1(8-4)4]/256
Example: Calculate β2

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ4 = Σfi(xi – mean(x))4/N
= Σfi(xi – 4)4/256
= [1(0-4)4 + 8(1-4)4 + 28(2 -4)4 + 56(3-4)4 + 70(4-4)4 +
56(5-4)4 + 28(6-4)4 + 8(7-4)4 + 1(8-4)4]/256
= 2[256+648+448+56]/256
Example: Calculate β2

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ4 = Σfi(xi – mean(x))4/N
= Σfi(xi – 4)4/256
= [1(0-4)4 + 8(1-4)4 + 28(2 -4)4 + 56(3-4)4 + 70(4-4)4 +
56(5-4)4 + 28(6-4)4 + 8(7-4)4 + 1(8-4)4]/256
= 2[256+648+448+56]/256
= 11
Example: Calculate β2

Solution: Here mean(x) = 4, Σffi = 256, μ2 = 2

μ4 = Σfi(xi – mean(x))4/N
= Σfi(xi – 4)4/256
= [1(0-4)4 + 8(1-4)4 + 28(2 -4)4 + 56(3-4)4 + 70(4-4)4 +
56(5-4)4 + 28(6-4)4 + 8(7-4)4 + 1(8-4)4]/256
= 2[256+648+448+56]/256
= 11
Therefore, β2 = 11/4 = 2.75.