MultivariateStatistics`
MultivariateStatistics`
MultivariateSkewness
MultivariateSkewness[matrix]
gives a multivariate coefficient of skewness for matrix.
Details and Options
- To use MultivariateSkewness, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
- MultivariateSkewness is a univariate measure of skewness for multivariate data.
- MultivariateSkewness[matrix] is equivalent to
where matrix={x1,x2,…,xn}, 
Mean[matrix], and 
is the estimated population covariance matrix. - A value of multivariate skewness close to zero indicates elliptical symmetry.
Examples
Wolfram Research (2007), MultivariateSkewness, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateSkewness.html.
Text
Wolfram Research (2007), MultivariateSkewness, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateSkewness.html.
CMS
Wolfram Language. 2007. "MultivariateSkewness." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateSkewness.html.
APA
Wolfram Language. (2007). MultivariateSkewness. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/MultivariateSkewness.html