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MULTIVARIATE STATISTICS PACKAGE SYMBOL
MultivariateSkewness
MultivariateSkewness[matrix]
gives a multivariate coefficient of skewness for matrix.
Details
- To use
, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"]. 
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.
