Pearson's Skewness Coefficient:
| From: | To: |
Pearson's skewness coefficient is a measure of the asymmetry of a probability distribution. It quantifies the extent to which a distribution differs from a symmetrical normal distribution.
The calculator uses Pearson's first skewness coefficient formula:
Where:
Explanation: This formula compares the mean and median to assess distribution symmetry. Positive values indicate right skew, negative values indicate left skew, and zero indicates symmetry.
Details: Skewness is crucial in statistics for understanding data distribution characteristics, identifying outliers, and selecting appropriate statistical methods. Many statistical tests assume normal distribution, and skewness helps verify this assumption.
Tips: Enter the mean, median, and standard deviation of your dataset. Standard deviation must be greater than zero. The result is a dimensionless measure of skewness.
Q1: What do different skewness values indicate?
A: Positive skewness (>0) means right-tailed distribution, negative (<0) means left-tailed, and zero indicates symmetrical distribution.
Q2: What is considered significant skewness?
A: Generally, values between -0.5 and 0.5 indicate approximately symmetric distribution, while values beyond ±1 indicate highly skewed distribution.
Q3: How does Pearson's skewness differ from other measures?
A: Pearson's first coefficient uses mean and median, while other methods like Fisher-Pearson standardized moment use third moments about the mean.
Q4: When is this formula most appropriate?
A: This formula works well for unimodal distributions and is particularly useful when the mean and median are readily available.
Q5: What are limitations of Pearson's skewness coefficient?
A: It may be sensitive to outliers and less reliable for small sample sizes. For multimodal distributions, other measures might be more appropriate.