A Note on Ordering Probability Distributions by Skewness

作者：Garcia V J; Martel Escobar M; Vazquez Polo F J^*

来源：Symmetry-Basel, 2018, 10(7): 286.

DOI：10.3390/sym10070286

• positive and negative skewness
• ordering
• fitting distributions

This paper describes a complementary tool for fitting probabilistic distributions in data analysis. First, we examine the well known bivariate index of skewness and the aggregate skewness function, and then introduce orderings of the skewness of probability distributions. Using an example, we highlight the advantages of this approach and then present results for these orderings in common uniparametric families of continuous distributions, showing that the orderings are well suited to the intuitive conception of skewness and, moreover, that the skewness can be controlled via the parameter values.

• 出版日期2018-7