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skewness in sas?

skewness in sas?# Computation - 科学计算

c*w2005-01-02 08:01

1 楼

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*y2005-01-02 08:01

2 楼

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*w2005-01-02 08:01

3 楼

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*t2005-01-02 08:01

4 楼

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*y2005-01-02 08:01

5 楼

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.