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Nonparametric skew

In statistics and probability theory, the nonparametric skew is a statistic occasionally used with random variables that take real values. It is a measure of the skewness of a random variable's distribution—that is, the distribution's tendency to 'lean' to one side or the other of the mean. Its calculation does not require any knowledge of the form of the underlying distribution—hence the name nonparametric. It has some desirable properties: it is zero for any symmetric distribution; it is unaffected by a scale shift; and it reveals either left- or right-skewness equally well. Although its use has been mentioned in older textbooks it appears to have gone out of fashion. In statistical samples it has been shown to be less powerful than the usual measures of skewness in detecting departures of the population from normality.

[ "Skew normal distribution", "Normal-gamma distribution", "Asymptotic distribution" ]
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