Extensions of true skewness for unimodal distributions
Probability
2022-09-23 v1 Statistics Theory
Statistics Theory
Abstract
A 2022 paper arXiv:2009.10305v4 introduced the notion of true positive and negative skewness for continuous random variables via Fr\'echet -means. In this work, we find novel criteria for true skewness, establish true skewness for the Weibull, L\'evy, skew-normal, and chi-squared distributions, and discuss the extension of true skewness to discrete and multivariate settings. Furthermore, some relevant properties of the -means of random variables are established.
Keywords
Cite
@article{arxiv.2209.11139,
title = {Extensions of true skewness for unimodal distributions},
author = {Yevgeniy Kovchegov and Alex Negrón and Clarice Pertel and Christopher Wang},
journal= {arXiv preprint arXiv:2209.11139},
year = {2022}
}