为什么Excel和WolframAlpha给出不同的偏度值


Answers:


17

他们使用不同的方法来计算偏斜。在帮助页面中搜索skewness()R软件包中的内容将e1071产生:

Joanes and Gill (1998) discuss three methods for estimating skewness:

Type 1:
g_1 = m_3 / m_2^(3/2). This is the typical definition used in many older textbooks.
Type 2:
G_1 = g_1 * sqrt(n(n-1)) / (n-2). Used in SAS and SPSS.
Type 3:
b_1 = m_3 / s^3 = g_1 ((n-1)/n)^(3/2). Used in MINITAB and BMDP.
All three skewness measures are unbiased under normality.

#Why are these numbers different?
> skewness(c(222,1122,45444), type = 2)
[1] 1.729690
> skewness(c(222,1122,45444), type = 1)
[1] 0.7061429

如果有人具有获得进一步讨论或接受教育的资格,则以下是本文引用的链接:http : //onlinelibrary.wiley.com/doi/10.1111/1467-9884.00122/abstract


4
从数学上讲,“所有三个偏度度量都必须是无偏的”是不可能的,因为(显然)它们的期望都不同。也许您的意思是渐近无偏?
whuber

@whuber-我要去找Friedrich.Leisch@R-project.org,他负责维护e1071软件包以澄清他在那儿的意思。如果我的帖子不清楚,则来自skewness()
Chase

3
g1

3
g1=m3/m23/2m2m3n
亨利

@onestop @亨利我同意你的看法。
ub
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