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Multivariate Statistics Package >

MultivariateSkewness

MultivariateSkewness[matrix]
gives a multivariate coefficient of skewness for matrix.
  • MultivariateSkewness is a univariate measure of skewness for multivariate data.
  • MultivariateSkewness[matrix] is equivalent to where matrix={x1, x2, ..., xn}, and CapitalSigma is the estimated population covariance matrix.
  • A value of multivariate skewness close to zero indicates elliptical symmetry.
Multivariate skewness for bivariate data:
Needs["MultivariateStatistics`"]
Multivariate skewness for bivariate data:
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