This is documentation for Mathematica 8, which was
based on an earlier version of the Wolfram Language.
View current documentation (Version 11.1)

MultivariateSkewness

MultivariateSkewness[matrix]
gives a multivariate coefficient of skewness for matrix.
  • is a univariate measure of skewness for multivariate data.
  • MultivariateSkewness[matrix] is equivalent to where , =Mean[matrix] and 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:
In[2]:=
Click for copyable input
Out[2]=