Xiaojun, Li; Morris, Joel M. - In: Statistics & Probability Letters 12 (1991) 3, pp. 267-271
The reliability of the skewness measure, [xi] = [mu]3/[sigma]3, is examined. It is shown that the measure [xi] may not correctly indicate the degree of asymmetry of a probability density, f(x), in some cases. An asymmetry measure [eta] = [integral operator]+[infinity]-[infinity]|f([mu]+x) -...