Statistical moment

Skewness

The skewness Skew[𝑋] of a real random variable 𝑋 :πœ‰ →ℝ is the third standardized moment, prob i.e.

Skew[𝑋]=𝔼⁑[(π‘‹βˆ’πœ‡πœŽ)3]

Standardization has the advantages of the skewness being dimensionless.


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