c*w
发帖数: 4736 | 1 sorry for using English...
does anyone know how sas computes its skewness?
it looks like sas computes variance by: sum(x - xmean)^2/(N-1)
for skewness, it looks like it has something to do with N as well,
not simply sum(x - xmean)^3/(sqrt(variance)^3). | r****y
发帖数: 1437 | 2
In some software package, skewness is defined with " - 3" so that
the skewness of the normal distribution is 0. In others, it might be without
this "- 3".
【在 c*w 的大作中提到】
: sorry for using English...
: does anyone know how sas computes its skewness?
: it looks like sas computes variance by: sum(x - xmean)^2/(N-1)
: for skewness, it looks like it has something to do with N as well,
: not simply sum(x - xmean)^3/(sqrt(variance)^3).
| c*w
发帖数: 4736 | 3 en... maybe you are talking about kurtosis.
for skewness, it's third moment, so skewness of standard normal is 0,
because standard normal is symmetric.
【在 r****y 的大作中提到】
:
: In some software package, skewness is defined with " - 3" so that
: the skewness of the normal distribution is 0. In others, it might be without
: this "- 3".
| s******t
发帖数: 20 | 4 This one is right.
【在 c*w 的大作中提到】
: en... maybe you are talking about kurtosis.
: for skewness, it's third moment, so skewness of standard normal is 0,
: because standard normal is symmetric.
| r****y
发帖数: 1437 | 5
Yeah, I am wrong, I mixed them together. //blush
【在 c*w 的大作中提到】
: en... maybe you are talking about kurtosis.
: for skewness, it's third moment, so skewness of standard normal is 0,
: because standard normal is symmetric.
|
|
