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Modelling of Skewness Measure Distribution

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  • Margus Pihlak

Abstract

In this paper the distribution of random variable skewness measure is modelled. Firstly, we present some results of matrix algebra useful in multivariate statistical analyses. Then, we apply the central limit theorem on modelling of skewness measure distribution. Finally, we give an idea for finding the confidence intervals of statistical model residuals' asymmetry measure.

Suggested Citation

  • Margus Pihlak, 2014. "Modelling of Skewness Measure Distribution," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 15(1), pages 145-152, January.
    • Handle: RePEc:csb:stintr:v:15:y:2014:i:1:p:145-152
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    References listed on IDEAS

    as
    1. Kollo, Tõnu, 2008. "Multivariate skewness and kurtosis measures with an application in ICA," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2328-2338, November.
    2. Klar, Bernhard, 2002. "A Treatment of Multivariate Skewness, Kurtosis, and Related Statistics," Journal of Multivariate Analysis, Elsevier, vol. 83(1), pages 141-165, October.
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