Home
Products
Support
Blog
Resources
Company
NMath Stats User's Guide
TOC |  Previous |  Next |  Index

3.8 Shape

The static Skewness() method on class StatsFunctions computes the skewness of the elements in a data set. Skewness is the degree of asymmetry of a distribution. A distribution is skewed if one of its tails is longer than the other. Thus:

double skewness = StatsFunctions.Skewness( data );

By default, Skewness() uses a biased estimator of the standard deviation (Section 3.7). Alternatively, you can specify the unbiased standard deviation using a value from the BiasType enumeration:

double skewness =
  StatsFunctions.Skewness( data, BiasType.Unbiased );

NOTE- StatsSettings.Bias specifies the default BiasType.

Kurtosis() calculates the kurtosis of the elements in a data set. Kurtosis is a measure of the degree of peakedness of a distribution. Again, a biased estimator of the standard deviation is used by default-you can specify the unbiased standard deviation using a value from the BiasType enumeration.

Finally, CentralMoment() returns the moment about the mean of a data set specified by a positive integer order. The first central moment is equal to zero. The second central moment is the variance. The third central moment is the skewness. The fourth central moment is the kurtosis.

TOC |  Previous |  Next |  Index

Copyright © 2008 CenterSpace Software, LLC. All rights reserved.
All trademarks and registered trademarks mentioned on this web site are the property of their respective owners.
Contact Webmaster