Pearson's Coefficient of Skewness:
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Pearson's coefficient of skewness is a statistical measure that quantifies the asymmetry of a probability distribution. It indicates whether data is skewed to the left (negative skew) or right (positive skew) relative to a normal distribution.
The calculator uses Pearson's first coefficient of skewness formula:
Where:
Interpretation:
Details: Skewness measurement is crucial for understanding data distribution characteristics, identifying outliers, selecting appropriate statistical tests, and making informed decisions in data analysis and modeling.
Tips: Enter the mean, median, and standard deviation values. All values must be valid (standard deviation > 0). The result is dimensionless and indicates the direction and degree of skewness.
Q1: What does a skewness value of 0.5 mean?
A: A skewness of 0.5 indicates moderate positive skewness, meaning the distribution has a longer tail on the right side and most data points are concentrated on the left.
Q2: How is this different from other skewness measures?
A: Pearson's first coefficient uses mean and median, while other measures like Fisher-Pearson standardized moment use third moments. Pearson's method is simpler but less robust to outliers.
Q3: What is considered significant skewness?
A: Generally, absolute values greater than 0.5 indicate moderate skewness, and values greater than 1.0 indicate high skewness. However, interpretation depends on the context and sample size.
Q4: When should I be concerned about skewness?
A: Significant skewness may violate assumptions of parametric tests, affect mean as a measure of central tendency, and require data transformation before analysis.
Q5: Can skewness be zero in real-world data?
A: Perfectly symmetrical distributions are rare in practice, but many datasets approximate symmetry with skewness values close to zero.