Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/29582 
Authors: 
Year of Publication: 
1999
Series/Report no.: 
Diskussionspapier No. 26/1998
Publisher: 
Friedrich-Alexander-Universität Erlangen-Nürnburg, Lehrstuhl für Statistik und Ökonometrie, Nürnberg
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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