Klein I, Fischer M (2006)
Publication Language: English
Publication Type: Journal article, Original article
Publication year: 2006
Publisher: Taylor & Francis: STM, Behavioural Science and Public Health Titles / Taylor & Francis
Book Volume: 35
Pages Range: 1159-1171
Journal Issue: 7
DOI: 10.1080/03610920600692730
There are several possibilities for introducing skewness into a symmetric distribution. One of these procedures applies two different parameters of scale - with possibly different weights - to the positive and the negative part of a symmetric density. Within this work we show that this technique incorporates a well-defined parameter of skewness, i.e., that the generated distributions are skewed to the right (left) if the parameter of skewness takes values less (greater) than one. Second, we prove that the skewness parameter is compatible with the skewness ordering of van Zwet (1964), which is the strongest ordering in the hierarchy of orderings discussed by Oja (1981). Hence the generated (skewed) distributions can be ordered by the skewness parameter.
APA:
Klein, I., & Fischer, M. (2006). Skewness by Splitting the scale parameter. Communications in Statistics-Theory and Methods, 35(7), 1159-1171. https://doi.org/10.1080/03610920600692730
MLA:
Klein, Ingo, and Matthias Fischer. "Skewness by Splitting the scale parameter." Communications in Statistics-Theory and Methods 35.7 (2006): 1159-1171.
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