Moments,

Skewness and
Kurtosis
Moment
Moment is the arithmetic average of certain
power of the deviations of the items from
their arithmetic mean.
Uses
Moments in statistics are used to describe
the various characteristics of a
frequency distribution like central
tendency, variation, skewness and kurtosis.
Types of Moments
• Moments about the Mean or Central
Moments.
• Moments about the arbitrary value or
Assumed Moments.
• Moments about the origin or Zero
Moments.
Moments about Mean (Formulae)
Individual Series Discrete and
Continuous
Series
First Moment x fx
 
(μ1) N N
Second x 2 fx 2
Moment (μ2)  
N N
Third Moment x 3 fx 3
(μ3)  
N N
Fourth x 4 fx 4
Moment (μ4)  
N N
Moments about Arbitrary Value
(Formulae)
Individual Series Discrete and
Continuous Series

First Moment d fd

 
(μ’1) N N
Second d 2 fd 2
Moment (μ’2)  
N N
Third Moment d 3 fd 3
(μ’3)  
N N
Fourth d 4 fd 4
 
Moment (μ’4) N N
Conversion of Assumed Moments into
Central Moments

μ1= μ’1 - μ’1

μ2= μ’2 - (μ’1)2

μ3= μ’3 - 3μ’2.μ’1 + 2(μ’1)3

μ4= μ’4 - 4μ’3.μ’1 + 6μ’2.(μ’1)2 - 3 (μ’1)4

Moments about Origin (Formulae)
Individual Series Discrete and
Continuous Series
First Moment X fX
(ν1)  
N N
Second X 2 fX 2
Moment (ν2)  
N N
Third Moment
X 3 fX 3
(ν3)  
N N
Fourth X 4 fX 4
Moment (ν4)  
N N
Conversion of Moments about Origin
into Central Moments
μ1= ν1 - v1

μ2= v2 - (v1)2

μ3= v3 - 3v2.v1 + 2(v1)3

μ4= v4 - 4v3.v1 + 6v2.(v1)2 - 3(v1)4

Sheppard’s Correction

2
i
 2 c    2 
12
1 2 7 4
 4 c    4  i  2  i
2 240
Constants of Moments

2
3 4
1  3 2  2
2 2

γ1 
μ3
3
or 
μ3
3
or  β1  2  2  3
μ2 2 μ2
Skewness
Skewness means asymmetricity of the
distribution of a statistical series.

Types of Skewness
1. Positive Skewness
2. Negative Skewness
Positive Skewness
• Mean>Median>Mode
• Right tail of curve is longer than its left tail
• Formula of skewness and its coefficient
gives positive figure.
Negative Skewness
• Mode>Median>Mean
• Left tail of curve is longer than its Right tail
• Formula of skewness and its coefficient
gives negative figure.
Tests of Skewness
• The Values of Mean, Median and Mode are
different.
• Difference between upper Quartile and median;
difference between lower Quartile and median is
not equal.
• Extreme values of the Percentiles and Deciles
are not equidistant from Median.
• The sum of positive deviations from the Median
is not equal to the sum of the negative
deviations from the Median.
Contd…
Tests of Skewness Contd…
• The frequencies are not equally distributed
at the points of equal deviation from Mode.
• β1 is not equal to Zero.
• γ1 is not equal to Zero.
• β2 is not equal to Three.
• The values of variables when plotted on
graph paper do not give a bell shaped
curve.
Measures of Skewness
• General Measures of Skewness
• Karl Pearson’s Skewness
• Bowley’s Skewness
• Kelly’s Skewness
• Skewness Based on Moments
General Measures of Skewness
Sk ( X  M )
=Mean-Median
or, =Mean-Mode(  X  Z )
or,  M  Z 
=Median-Mode
Coefficient of Skewness

Sk Sk
 
Range
Q.D.
Sk Sk
 
M .D. S.D.
Karl Pearson’s Skewness
Sk P    Z
XZ
Coeff . of Skewness 

If Mode is ill - defined

Sk P  3   M 
Coeff . of Skewness 
3 M 

Bowley’s Skewness
Sk B  Q 3  Q1  2M
Q 3  Q 1  2M
Coeff . of Skewness 
Q 3  Q1
Kelley’s Skewness
(A) On the the basis of Deciles
Sk K  D9  D1  2M
D9  D1  2M
Coeff . of Sk K 
D9  D1

(B) On the basis of Percentiles

Sk K  P90  P10  2M
P90  P10  2M
Coeff . of Sk K 
P90  P10
Skewness based on Moments
(A) On the the basis of  1
2
3
Coeff . of Sk K   1 or 3
2

(B) On the the basis of  1

2
3 3
Coeff . of Sk K   1 or   1 or or 3
2
3

Kurtosis
Kurtosis is a statistical measure which
shows the flatness or peakedness of the
curve obtained from a series.
Types of Curves
1. Mesokurtic
2. Leptokurtic
3. Platykurtic
Measurement of Kurtosis

(A) On the the basis of  2

4 4
 2  2 or  4
2 
If  2  3, Mesokurtic
If  2  3, Leptokurtic
If  2  3, Platykurtic

Contd....
Measurement of Kurtosis Contd…
(B) On the the basis of  2
 2  2 - 3
If  2  0, Mesokurtic
If  2  0, Leptokurtic
If  2  0, Platykurtic
Usefulness of Kurtosis
• To identify the type of curve
• Selection of suitable average
• For Mesokurtic Curve -Mean
• For Leptokurtic Curve -Median
• For Platykurtic Curve -Quartiles