Oliver Angelil - 1 year ago 129
R Question

# Inconsistent skewness results between basic skewness formula, Python and R

The data I'm using is pasted below. When I apply the basic formula for skewness to my data in R:

``````3*(mean(data) - median(data))/sd(data)
``````

The result is -0.07949198. I get a very similar result in Python. The median is therefore greater than the mean suggesting the left tail is longer.

However, when I apply the descdist function from the fitdistrplus package, the skewness is 0.3076471 suggesting the right tail is longer. The Scipy function skew again returns a skewness of 0.303.

Can I trust this simple formula which gives me a negative skewness? What is going on here.

Thanks,
Oliver

``````data = c(0.18941565600882029, 1.9861271676300578, -5.2022598870056491, 1.6826411075612353, 1.6826411075612353, -2.9502890173410403, -2.923253150057274, -2.9778296382730454, 0.71202396234488663, 0.71202396234488663, -3.1281373844121529, 1.8326831382748159, -5.2961554710604135, 2.7793190416141234, 0.46922759190417185, 7.0730158730158728, 1.1745152354570636, 2.8142292490118579, 2.037940379403794, 7.0607489597780866, 10.460258249641321, 11.894978479196554, 4.8334682860998655, 1.3884016973125886, 4.0940458015267174, 0.12592959841348539, -0.37022332506203476, 1.9713554987212274, -0.83774145616641893, -1.896978417266187, 6.4340675477239362, -6.4774193548387089, -0.31790393013100438, -4.4193265007320646, 5.7454545454545451, 2.5913432835820895, 0.86190724335591451, 0.95753781950965045, 6.8923556942277697, 1.7650659630606862, -2.4558421851289833, -2.390546528803545, 2.6355029585798815, 0.26983655274888557, 1.5032159264931086, 3.9839506172839503, -5.1404511278195484, -2.2477777777777779, 6.0604444444444443, -0.9691172451489477, 1.1383462670591382, -1.5281319661168078, 4.7775667118950702, 1.2223175965665234, 2.0563555555555553, -3.6153201970443352, -0.35731206188058978, -3.6265094676670238, 1.3053804930332262, -4.4604960677555958, -0.8933514246947083, 0.7622542595019659, 1.3892170651664322, 2.5725258493353031, -0.028006088280060883, 0.8933947772657449, 2.4907086614173228, 3.0914196567862717, 4.4222575516693157, 0.64568527918781726, 0.97095158597662778, -3.7409780775716697, -3.3472636815920396, -0.66307448494453247, -7.0384291725105186, -0.14540612516644474, -0.38161535029004906, 5.1076923076923082, 4.0237516869095806, 1.510099573257468, 1.5064083457526081, -0.025879043600562587, 4.5001414427156998, 3.2326264274061991, 1.0185639229422065, 2.66690518783542, 0.53032015065913374, 1.2117829457364342, 0.60861244019138749, -2.5248049921996878, 1.8666666666666669, -0.32978612415232139, 0.29055999999999998, 1.9150729335494328, 2.2988352745424296, 3.779225265235628, 0.093884800811976657, 1.0097869890616005, 1.2220632081097198, 0.21164401128494487)
``````

I don't have access to the packages you mention right now so I can't check which formula they apply, however, you seem to be using Pearson's second skewness coefficient (see wikipedia). The estimator for the sample skewness is given on the same page and is given by the third moment which can be calculated simply by:

``````> S <- mean((data-mean(data))^3)/sd(data)^3
> S
[1] 0.2984792
> n <- length(data)
> S_alt <- S*n^2/((n-1)*(n-2))
> S_alt
[1] 0.3076471
``````

See the alternative definition on the wiki page which yields the same results as in your example.

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