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Skewness and Kurtosis Formulas

Skewness measures the asymmetry of a distribution; kurtosis measures the heaviness of the tails.
Both are essential for understanding non-normal data.

The Formulas

Skewness: γ&sub1; = E[(X−μ)³] / σ³

Sample skewness: g&sub1; = [n / ((n−1)(n−2))] × Σ((xi−x̄)/s)³

Kurtosis: γ&sub2; = E[(X−μ)&sup4;] / σ&sup4;

Excess kurtosis = γ&sub2; − 3

Skewness measures the asymmetry of a probability distribution around its mean. Kurtosis measures how heavy the tails are (how prone to extreme values). Together, they describe the shape of a distribution beyond just the mean and standard deviation.

Variables and Interpretation

SymbolMeaning
γ&sub1; = 0Symmetric distribution (e.g., normal distribution)
γ&sub1; > 0Positive (right) skew — tail extends further to the right; mean > median
γ&sub1; < 0Negative (left) skew — tail extends further to the left; mean < median
Excess kurtosis = 0Mesokurtic — normal distribution tails
Excess kurtosis > 0Leptokurtic — heavier tails than normal (more outliers)
Excess kurtosis < 0Platykurtic — lighter tails than normal (fewer outliers)

Example — Dataset Calculation

Dataset: {2, 4, 4, 5, 5, 7, 9}. Calculate skewness.

n = 7, mean x̄ = (2+4+4+5+5+7+9)/7 = 36/7 = 5.143

Deviations: −3.143, −1.143, −1.143, −0.143, −0.143, 1.857, 3.857

s² = Σ(x−x̄)²/(n−1) = (9.878 + 1.306 + 1.306 + 0.020 + 0.020 + 3.449 + 14.877)/6 = 30.857/6 = 5.143

s = 2.268

Σ((x−x̄)/s)³ = Σ of cubed standardized deviations

Skewness g&sub1; ≈ +0.56 — slight positive skew; the value 9 pulls the tail to the right

When to Use Them

Use skewness and kurtosis when:

  • Testing whether data follows a normal distribution before applying parametric tests
  • Analyzing financial returns — stock returns typically have negative skew and excess kurtosis (fat tails)
  • Quality control — skewed process data may indicate systematic problems
  • Income distribution analysis — income data is almost always right-skewed
  • Risk management — heavy-tailed distributions mean extreme events are more common than normal models predict

Rules of thumb for normality: skewness between −0.5 and +0.5 is roughly symmetric; between ±0.5 and ±1.0 is moderately skewed; beyond ±1.0 is highly skewed. Excess kurtosis beyond ±2 suggests significant deviation from normality.


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