A modified skewness measure for testing asymmetry

Thomas H. E. Holgersson (1)

1 Dept. of Economics and Statistics

Statistical practitioners frequently wish to know whether a variable is symmetrically distributed. There are a number of different tests available but the most commonly used one is perhaps that based on the standardised third central moment, as defined by Pearson and Fisher in the early 1900:s. While this traditional skewness measure uniquely determines the symmetry of a variable within the Pearson family, it does not uniquely determine symmetry for a general distribution. In this paper we propose a modified version of the classical skewness test which is easy to conduct and consistent against a wide family of asymmetric distributions.

Mots clés: Physical Sciences

Thomas H. E. Holgersson. A modified skewness measure for testing asymmetry. Communications in Statistics - Simulation and Computation, 2010, 39 (02), pp.335-346. ⟨10.1080/03610910903453419⟩. ⟨hal-00569406⟩