BowleySkew {KbMvtSkew} | R Documentation |
Compute Bowley's Univariate Skewness.
BowleySkew(x)
x |
a vector of original observations. |
Bowley's skewness is defined in terms of quantiles as
\hat{\gamma} = \frac{Q_3 + Q_1 - 2 Q_2}{Q_3 - Q_1}
where Q_i
is the i
th quartile i=1,2,3
of the data.
BowleySkew
gives the Bowley's univariate skewness of the data.
Bowley, A. L. (1920). Elements of Statistics. London : P.S. King & Son, Ltd.
# Compute Bowley's univariate skewness
set.seed(2019)
x <- rnorm(1000) # Normal Distribution
BowleySkew(x)
set.seed(2019)
y <- rlnorm(1000, meanlog = 1, sdlog = 0.25) # Log-normal Distribution
BowleySkew(y)