Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/29582
Authors: 
Klein, Ingo
Year of Publication: 
1999
Series/Report no.: 
Diskussionspapiere // Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie 26/1998
Abstract: 
We derive almost all known measures of skewness from differences of probability or differences of quantiles. Because ordinal variables are measured non-uniquely with respect to strictly increasing transformations functions of differences of quantiles cannot be used to describe the skewness of these variables. Therefore, we construct a class of very simple measures of skewness as functions of differences of probability. The concepts are illustrated by the binomial- and the beta-distribution.
Document Type: 
Working Paper

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