Pandas Skewness and Kurtosis Functions:
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Skewness and kurtosis are statistical measures that describe the shape of a probability distribution. Skewness measures the asymmetry of the distribution, while kurtosis measures the "tailedness" or peakiness of the distribution compared to a normal distribution.
Pandas provides built-in methods for calculating skewness and kurtosis:
Where:
Explanation: Skewness values indicate distribution asymmetry (positive = right-skewed, negative = left-skewed). Kurtosis values indicate tail heaviness (positive = heavy tails, negative = light tails).
Details: Understanding data distribution is crucial for statistical modeling, hypothesis testing, and machine learning. Skewness and kurtosis help identify departures from normality and guide data transformation decisions.
Tips: Enter your DataFrame data or code snippet. Specify a column name for individual column analysis, or leave empty for entire DataFrame. The calculator returns dimensionless skewness and kurtosis values.
Q1: What do skewness values indicate?
A: Skewness > 0 indicates right-skewed distribution, < 0 indicates left-skewed, and ≈ 0 indicates symmetric distribution.
Q2: How to interpret kurtosis values?
A: Kurtosis > 0 indicates heavier tails than normal distribution (leptokurtic), < 0 indicates lighter tails (platykurtic), and ≈ 0 indicates normal tail behavior (mesokurtic).
Q3: When should I use these measures?
A: Use during exploratory data analysis to understand data distribution, before applying statistical tests that assume normality, and when preparing data for machine learning models.
Q4: Are there limitations to these measures?
A: They are sensitive to outliers and sample size. For small datasets, these measures may not be reliable indicators of population distribution.
Q5: What's the difference between Fisher and Pearson kurtosis?
A: Pandas uses Fisher's definition (excess kurtosis) where normal distribution has kurtosis = 0. Pearson's definition gives normal distribution kurtosis = 3.