The skewness of a distribution is skew 3 3 where 3 is the 3rd central moment.

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The skewness of a distribution is skew Æ

¹3

¾3 where ¹3 is the 3rd central moment.

(a) Show that if the density function is symmetric about some point

a, then skew Æ 0.

(b) Calculate skew for f (x) Æ exp(¡x), x ¸ 0.

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 07:00 AM

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The skewness of a distribution is skew 3 3 where 3 is the 3rd central moment.

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Probability And Statistics For Economists

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