Math 2225 (MHU) 1

.Lecture-5-6: Moment, Skewness and Kurtosis.

Question-1:Define moment (central and raw). Prove that 𝜇0 = 1, 𝜇1 = 0,𝜇2 = 𝜎 2 (variance) and
𝜇1′ = 𝑥̅ = mean.
Solution:Let, 𝑥1 , 𝑥2 , 𝑥3 , ⋯ ⋯ , 𝑥𝑛 be theobservations with corresponding frequencies𝑓1 , 𝑓2 , 𝑓3 , ⋯ ⋯ , 𝑓𝑛 then
1
r-th moment about the mean 𝑥̅ is denoted by 𝜇𝑟 is defined as 𝜇𝑟 = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 (𝑥𝑖 − 𝑥̅ )𝑟 ; 𝑁 = ∑𝑛𝑖=1 𝑓𝑖 ; The r-th

moment about mean 𝑥̅ is known as r-th central moment.

If 𝑥1 , 𝑥2 , 𝑥3 , ⋯ ⋯ , 𝑥𝑛 be the observations with corresponding frequencies 𝑓1 , 𝑓2 , 𝑓3 , ⋯ ⋯ , 𝑓𝑛 then r-th
1
moment about any point 𝐴, usually denoted by 𝜇𝑟′ is defined as 𝜇𝑟′ = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 (𝑥𝑖 − 𝐴)𝑟 ; The r-th moment

about 𝐴is known as r-th raw moment.

1
Proof: We know that 𝜇𝑟 = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 (𝑥𝑖 − 𝑥̄ )𝑟 ;
1 1
In particular if 𝑟 = 0 then 𝜇0 = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 (𝑥𝑖 − 𝑥̄ )0 = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 = 1 ∴ 𝜇0 = 1.
1 1 1
if 𝑟 = 1 then 𝜇1 = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 (𝑥𝑖 − 𝑥̄ ) = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 𝑥𝑖 − 𝑁 ∑𝑛𝑖=1 𝑓𝑖 𝑥̄ = 𝑥̄ − 𝑥̄ = 0 ∴ 𝜇1 = 0.
1
if 𝑟 = 2 then 𝜇2 = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 (𝑥𝑖 − 𝑥̄ )2 = 𝜎 2 , ∴ 𝜇2 = 𝜎 2 (variance).
1
We also know, 𝜇𝑟′ = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 (𝑥𝑖 − 𝐴)𝑟 ;
1 1
If 𝐴 = 0 then 𝜇𝑟′ = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 𝑥𝑖 𝑟 ; when 𝑟 = 1 then 𝜇𝑟′ = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 𝑥𝑖 = 𝑥̄ , ∴ 𝜇1′ = 𝑥̄ = mean. Proved.

Question-2: Define skewness with different measures.

Solution: Literally, skewness means “Lack of symmetry.” Skewness is the degree of a symmetry or departure
from symmetry of a distribution. we study skewness to have an idea about the shape of the curve which we
can draw with the help of the given data.
A distribution is said to be skewed if
(i) Mean, median and mode falls at the different points, i,e. Mean ≠ Median ≠ Mode.
(ii) Quartiles are not equidistant from median.
(iii) The curve drawn with the help of the given data is not symmetrical but stretched more to one side then to
the other.
Various measures of skewness are:
(i) 𝑆𝑘 = 𝑀 − 𝑀𝑑
(ii) 𝑆𝑘 = 𝑀 − 𝑀0 where M is the mean, Md is the median and M0 is the mode of the distribution.
(iii) 𝑆𝑘 = (𝑄3 − 𝑀𝑑 ) − (𝑀𝑑 − 𝑄1 ), where 𝑄1 , 𝑄3are first and third quartiles.
These are the absolute measures of skewness.
Question-3: Describe the co-efficient of skewness.
Solution: For comparing two series, we calculate the relative measures called the coefficients of skewness
which are pure numbers independent of units of measurement. The following are the co-efficient of skewness:
𝜇2
(i) Co-efficient of skewness, 𝛽1 = 𝜇33 for symmetrical distribution, 𝛽1 = 0.
2

𝑀𝑒𝑎𝑛−𝑀𝑜𝑑𝑒 𝑀−𝑀0
(ii) Prof. Karl Pearson’s Co-efficient of skewness 𝑆𝑘 = 𝑆𝑇𝐴𝑁𝐷𝐴𝑅𝐷 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 = 𝜎
 Math 2225 (MHU) 2
3(𝑀𝑒𝑎𝑛−𝑀𝑒𝑑𝑖𝑎𝑛) 3(𝑀−𝑀𝑑 )
If mode is ill defined then 𝑆𝑘 = 𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 = 𝜎

If mean > median > mode or the tail on graph is longer on the side of higher values the data have positive
skewness.
If mean < median < mode or the tail on graph is longer on the side of smaller values, the data have negative
skewness.
If mean = median = mode, the skewness is zero.

Question-4: Define kurtosis.

Solution: Kurtosis is the degree of peakedness of a distribution. It gives us the idea about the flatness or
peakedness of the curve. This is measured by the co-efficient of kurtosis, 𝛽2 or its derivation 𝛾2 given as𝛽2 =
𝜇4
, 𝛾2 = 𝛽2 − 3.
𝜇22

The curve which is neither flat nor peaked is called normal curve or Mesokurtic and for such a curve 𝛽2 = 3
or 𝛾2 = 0.
The curve which is flatter than the normal curve is known as Platykurtic and for suchcurve 𝛽2 < 3 or, 𝛾2 < 0
The curve which is more peaked than the normal curve is known as Leptokurtic and for such a curve 𝛽2 > 3
or, 𝛾2 > 0.
 Math 2225 (MHU) 3

Question-5:Establish the general relationship between central moments and raw moments. Hence find
the relation between raw and central moments for particular four moments.

Solution: Let, 𝑥1 , 𝑥2 , 𝑥3 , ⋯ ⋯ , 𝑥𝑛 be the observations with corresponding

frequencies𝑓1 , 𝑓2 , 𝑓3 , ⋯ ⋯ , 𝑓𝑛 then r-th moment (central) is defined as
1
𝜇𝑟 = 𝑁 ∑𝑛𝑖=1 𝑓𝑖 (𝑥𝑖 − 𝑥̄ )𝑟 ; 𝑁 = ∑𝑛𝑖=1 𝑓𝑖 ;
1
= 𝑁 ∑𝑛𝑖=1 𝑓𝑖 {(𝑥𝑖 − 𝐴) − (𝑥̄ − 𝐴)}𝑟 ;
𝑛
1 𝑟 𝑟
= ∑ 𝑓𝑖 {(𝑥𝑖 − 𝐴)𝑟 − ( ) (𝑥𝑖 − 𝐴)𝑟−1 (𝑥̄ − 𝐴) + ( ) (𝑥𝑖 − 𝐴)𝑟−2 (𝑥̄ − 𝐴)2 − ⋯ + (−1)𝑟 (𝑥̄ − 𝐴)𝑟 }
𝑁 1 2
𝑖=1
𝑛 𝑛 𝑛
1 𝑟 𝑟 1 𝑟−1 𝑟 1
= ∑ 𝑓𝑖 (𝑥𝑖 − 𝐴) − (1) (𝑥̄ − 𝐴) ∑ 𝑓𝑖 (𝑥𝑖 − 𝐴) + ( ) (𝑥̄ − 𝐴)2 ∑ 𝑓𝑖 (𝑥𝑖 − 𝐴)𝑟−2 − ⋯
𝑁 𝑁 2 𝑁
𝑖=1 𝑖=1 𝑖=1
𝑛
𝑟
1 𝑟
+(−1) (𝑥̄ − 𝐴) ∑ 𝑓𝑖
𝑁
𝑖=1
𝑟 𝑟 2 ′ 𝑟 3 ′ 𝑟
= 𝜇𝑟′ − ( ) 𝜇1′ 𝜇𝑟−1
′
+ ( ) 𝜇1′ 𝜇𝑟−2 − ( ) 𝜇1′ 𝜇𝑟−3 + ⋯ ⋯ + (−1)𝑟 𝜇1′
1 2 3
𝑟(𝑟−1) 2 𝑟(𝑟−1)(𝑟−2) 3 𝑟
= 𝜇𝑟′ − 𝑟𝜇1′ 𝜇𝑟−1
′
+ 𝜇1′ 𝜇𝑟−2
′
− 𝜇1′ 𝜇𝑟−3
′
+ ⋯ ⋯ + (−1)𝑟 𝜇1′ ---------------- (i)
2! 3!

Which is the general relation between central and raw moments.

In particular, on putting 𝑟 = 1, 2, 3, 4, ⋯ in (i) we get,
𝜇1 = 𝜇1′ − 𝜇1′ = 0
2 2
𝜇2 = 𝜇2′ − 2𝜇1′ 𝜇1′ + 𝜇1′ = 𝜇2′ − 𝜇1′
2 3 3
𝜇3 = 𝜇3′ − 3𝜇1′ 𝜇2′ + 3𝜇1′ 𝜇1′ − 𝜇1′ = 𝜇3′ − 3𝜇2′ 𝜇1′ + 2𝜇1′
2 3 4 2 4
𝜇4 = 𝜇4′ − 4𝜇1′ 𝜇3′ + 6𝜇1′ 𝜇2′ − 4𝜇1′ 𝜇1′ + 𝜇1′ = 𝜇4′ − 4𝜇3′ 𝜇1′ + 6𝜇2′ 𝜇1′ − 3𝜇1′
Which are the relation between raw and central moments for particular four moments.

Question-6:The mean, median and the coefficient of variation of 100 observations are found to be 90, 84
and 80 respectively. Find the coefficient of skewness of the above system of 100 observations.
3(𝑀𝑒𝑎𝑛−𝑀𝑒𝑑𝑖𝑎𝑛) 3(𝑀−𝑀𝑑 )
Solution: We know, the skewness, 𝑆𝑘 = 𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 = ------------(i)
𝜎
𝐶.𝑉×𝑚𝑒𝑎𝑛 80×90
HereStandard deviation, 𝜎 = 𝑜𝑏𝑠𝑒𝑟𝑣𝑎𝑡𝑖𝑜𝑛𝑠 = = 72
100
3(90−84)
∴ 𝑆𝑘 = = 0.25 Ans.
72
 Math 2225 (MHU) 4

Question-7:Calculate the skewness and kurtosis of the following data

x 1 2 3 4 5 6 7 8 9
y=f(x) 1 6 13 25 30 22 9 5 2

Solution: From the given data we construct the following table:

x u f 𝑓𝑢 𝑓𝑢2 𝑓𝑢3 𝑓𝑢4
1 -4 1 -4 16 -64 256
2 -3 6 -18 54 -162 486
3 -2 13 -26 52 -104 208
4 -1 25 -25 25 -25 25
5 0 30 0 0 0 0
6 1 22 22 22 22 22
7 2 9 18 36 72 144
8 3 5 15 45 135 405
9 4 2 8 32 128 512

𝑁 = ∑ 𝑓 = 113 ∑ 𝑓𝑢 = −10 ∑ 𝑓𝑢2 = 282 ∑ 𝑓𝑢 3 = 2 ∑ 𝑓𝑢4 = 2 058

∑ 𝑓𝑢 −10
Now, 𝜇1′ = 𝑐 × = 1 × 113 = −0.088496
𝑁
∑ 𝑓𝑢2 282
𝜇2′ = 𝑐 2 × = 12 × 113 = 2.49558
𝑁
∑ 𝑓𝑢3 2
𝜇3′ = 𝑐 3 × = 13 × 113 = 0.017699
𝑁
∑ 𝑓𝑢4 2058
𝜇4′ = 𝑐 4 × = 14 × = 18.2124
𝑁 113

𝜇1 = 0
2
𝜇2 = 𝜇2′ − 𝜇1′ = 2.49558 − (−0.088496)2 = 2.48775
3
𝜇3 = 𝜇3′ − 3𝜇2′ 𝜇1′ + +2𝜇1′
= 0.017699 − 3 × (−0.088496) × 2.49558 + 2 × (−0.088496)3 = 0.6789
2 4
𝜇4 = 𝜇4′ − 4𝜇3′ 𝜇1′ + 6𝜇2′ 𝜇1′ − 3𝜇1′
= 18.2124 − 4 × 0.017699 × (−0.088496) + 6 × 2.49558 × (−0.088496)2 − 3(−0.088496)4
= 18.3357
𝜇3 (0.6789)
Therefore the Skewness, 𝛽1 = ( = (2.48775)3/2 = 0.17302 Ans.
√ 𝜇2 )3
𝜇 18.3357
and Kurtosis, 𝛽2 = 𝜇42 = (2.48775)2 = 2.96268 Ans.
2
 Math 2225 (MHU) 5

Question-8:Calculate the skewness coefficient and kurtosis of the following data

X 1-5 5-10 10-15 15-20 20-25
f 2 3 4 2 1

Solution: From the given data we construct the following table:

Class int. Mid value f 𝑓. 𝑥 𝑥 − 𝑥̄ 𝑓(𝑥 − 𝑥̄ )2 𝑓(𝑥 − 𝑥̄ )3 𝑓(𝑥 − 𝑥̄ )4
X (𝑥)
1-5 3 2 6 -8.33 138.78 -1156.02 9629.64
5-10 7.5 3 22.5 -3.83 44.01 -168.55 645.53
10-15 12.5 4 50 1.17 5.48 6.41 7.50
15-20 17.5 2 35 6.17 76.14 469.77 2898.48
20-25 22.5 1 22.5 11.17 124.77 1393.67 15567.28
𝑁 = ∑ 𝑓 = 12 ∑ 𝑓. 𝑥 = 136 - ∑ 𝑓(𝑥 − 𝑥̄ )2 ∑ 𝑓(𝑥 − 𝑥̄ )3 ∑ 𝑓(𝑥 − 𝑥̄ )4
=389.18 =545.28 =28748.43
1 136
mean, 𝑥̄ = ∑𝑛 𝑓 𝑥 = = 11.33
𝑁 𝑖=1 𝑖 𝑖 12

∑ 𝑓(𝑥−𝑥̄ )2 389.18
Standard deviation=𝑆. 𝐷 = 𝜎 = √ ∑𝑓
=√ = 5.69
12

∑ 𝑓(𝑥−𝑥̄ )3 545.28
the Coefficient of Skewness, 𝛽1 = = 12(5.69)3 = 0.25Ans.
𝑁.𝜎3

∑ 𝑓(𝑥−𝑥̄ )4 28748.43
and Kurtosis, 𝛽2 = = 12(5.69)4 = 2.29Ans.
𝑁.𝜎4