Week 4 Moments, Skewness and Kurtosis
Week 4 Moments, Skewness and Kurtosis
Week 4 Moments, Skewness and Kurtosis
1
Stat 101/math 107
Department of Statistics
Forman Christian College (A Chartered University), Lahore
Symmetry and Skewness
Symmrtey and Skewness
Symmetry Skewness
the distribution is symmtrical, Skewness measures the extent to
when the values of mean , which the observations are
median and mode are equal. asymmetric.
If observations are symmetric In other words, skewness tells us
around the mean there are as whether there are many more
many observations less than the observations above or below the
mean than there are observations mean.
greater than the mean Like mean, skew is sensitive to extreme
values.
Skewness
REFERS TO ASYMMETRY
3 74.1 − 75
75 −84 𝑠𝑘 =
𝑠𝑘 = 11.25
11.25
𝑠𝑘 = −0.88 𝑠𝑘 = −0.24
Negatively skewed
Classes f X fX fX2
60-80 4 70 280 19600
Modal class 80-100 5 90 450 40500
100-120 4 110 440 48400
120-140 4 130 520 67600
140-160 3 150 450 67500
Total Σ𝑓 = 20 Σ𝑓𝑋 = 2140 Σ𝑓𝑋 2 = 243600
Σ𝑓𝑋 2140
𝑋ത = = = 𝑅𝑠. 107
Σ𝑓 20
𝑓𝑚 −𝑓1
𝑚𝑜𝑑𝑒 = 𝑙 + ×ℎ
𝑓𝑚 −𝑓1 + 𝑓𝑚 −𝑓2
5−4
𝑚𝑜𝑑𝑒 = 80 + × 20=80+10=Rs.90
5−4 + 5−4
Place A Place B
𝑠𝑘 = 0.146 𝑠𝑘 = 0.0386
Positivelyt skewed
Example 4:
The following frequency distribution represents the annual sales and
number of firms. By using quartiles, find a measure of skewness.
70-80 6 650
80-90 15 665
3𝑛 3(680)
90-100 15 680 Locate Q3: 4 = = 510
4
Total 680
ℎ 𝑛
𝑄1 = 𝑙 + − 𝐶. 𝐹.
𝑓 4
𝑛
l=20; f=195.; h=10; C.F.=30; 4 = 170
10
𝑄1 = 20 + 170 − 30 = 𝑅𝑠. 27.28
195
ℎ 2𝑛
𝑄2 = 𝑙 + 𝑓 − 𝐶. 𝐹.
4
2𝑛
l=30; f=240.; h=10; C.F.=225; 4 = 340
10
𝑄1 = 30 + 340 − 225 = 𝑅𝑠. 34.79
240
ℎ 3𝑛
𝑄3 = 𝑙 + 𝑓 4
− 𝐶. 𝐹.
𝑛
l=40; f=115; h=10; C.F.=465; 4 = 510
10
𝑄1 = 40 + 510 − 465 = 𝑅𝑠. 43.91
115
Bowley’s coefficient of skewness
𝑄3 + 𝑄1 − 2𝑄2
𝑠𝑘 =
𝑄3 − 𝑄1
𝑄1 = 27.18 ; 𝑄2 = 34.79 𝑎𝑛𝑑 𝑄3 = 43.91
43.91 + 27.18 − 2 × 34.79
𝑠𝑘 =
43.91 − 27.18
71.09 − 69.58
𝑠𝑘 =
16.73
𝑠𝑘 = 0.09
The first four moments about mean (Central Moments) are defined below:
Σ𝑓 𝑋−𝑋ത
𝑚1 = =0
Σ𝑓
Σ𝑓 𝑋−𝑋ത 2
𝑚2 = = 𝑆2
Σ𝑓
Σ𝑓 𝑋−𝑋ത 3
𝑚3 = Σ𝑓
Σ𝑓 𝑋−𝑋ത 4
𝑚4 = Σ𝑓
24 Properties of Central Moments
1. The first moment about mean is always zero. i-e. 𝑚1 = 0
2. The second moment about mean measures variance. i-e.,
𝑚2 = 𝑆 2
3. The third moment about mean measure skewness
𝑚3
√𝑏1 = 3Τ2
𝑚2
If √𝑏1 > 0, the given distribution is positively skewed
If √𝑏1 < 0, the given distribution is negatively skewed
If √𝑏1 = 0, the given distribution is symmetrical
Compute first four central moments for the above frequency distribution.
26 Solution
First calculate arithmetic mean
X f fX
2 9 18
3 11 33
4 6 24
5 3 15
6 1 6
Total Σ𝑓 = 30 Σ𝑓𝑋 = 96
Σ𝑓𝑋 96
𝑋ത = = = 3.2
Σ𝑓 30
27
X f ഥ
𝑿−𝑿 ഥ
𝒇 𝑿−𝑿
2 9 -1.2 -10.8
3 11 -0.2 -2.2
4 6 0.8 4.8
5 3 1.8 5.4
6 1 2.8 2.8
Total Σ𝑓 = 30 𝛴𝑓 𝑋 − 𝑋ത = 0
Σ𝑓 𝑋 − 𝑋ത
𝑚1 = =0
Σ𝑓
28
X f ഥ
𝑿−𝑿 ഥ
𝒇 𝑿−𝑿 ഥ
𝒇 𝑿−𝑿 𝟐
Σ𝑓 𝑋−𝑋ത 2 34.8
𝑚2 = = =1.16
Σ𝑓 30
29
X f ഥ
𝑿−𝑿 ഥ
𝒇 𝑿−𝑿 𝟐 ഥ
𝒇 𝑿−𝑿 𝟑
Σ𝑓 𝑋 − 𝑋ത 3
26.99
𝑚3 = = = 0.896
Σ𝑓 30
30 X f ഥ
𝑿−𝑿 ഥ
𝒇 𝑿−𝑿 𝟑 ഥ
𝒇 𝑿−𝑿 𝟒
Σ𝑓 𝑋 − 𝑋ത 4
114.096
𝑚4 = = = 3.8032
Σ𝑓 30
Marks f X
20-24 1 22
25-29 4 27
30-34 8 32
35-39 11 37
40-44 15 42
45-49 9 47
50-54 2 52
Σ𝑓 = 50
Solution
32
Marks f X fX ഥ
𝑿−𝑿 ഥ
𝒇 𝑿−𝑿
20-24 1 22 22 -17 -17
25-29 4 27 108 -12 -48
30-34 8 32 256 -7 -56
35-39 11 37 407 -2 -22
40-44 15 42 630 3 45
45-49 9 47 423 8 72
50-54 2 52 104 13 26
Σ𝑓 = 50 Σ𝑓𝑋 = 1950 Σ𝑓 𝑋 − 𝑋ത = 0
Σ𝑓𝑋 1950
𝑋ത = = = 39
Σ𝑓 50
Σ𝑓 𝑋 − 𝑋ത
𝑚1 = =0
Σ𝑓
ഥ
𝑿−𝑿 ഥ
𝒇 𝑿−𝑿 ഥ
𝒇 𝑿−𝑿 𝟐 ഥ
𝒇 𝑿−𝑿 𝟑 ഥ
𝒇 𝑿−𝑿 𝟒
33
-17 -17 289 -4913 83521
-12 -48 576 -6912 82944
-7 -56 392 -2744 19208
-2 -22 44 -88 176
3 45 135 405 1215
8 72 576 4608 36864
13 26 338 4394 57122
Σ𝑓 𝑋 − 𝑋ത = 0 Σ𝑓 𝑋 − 𝑋ത 2 Σ𝑓 𝑋 − 𝑋ത 3 Σ𝑓 𝑋 − 𝑋ത 4
= 2350 = −5250 = 281050
Σ𝑓 𝑋 − 𝑋ത 2 2350 Σ𝑓 𝑋 − 𝑋ത 3 −5250
𝑚2 = = = 47 𝑚3 = = = −105
Σ𝑓 50 Σ𝑓 50
Σ𝑓 𝑋 − 𝑋ത 4
281050
𝑚4 = = = 5621
Σ𝑓 50
34 Moments about Arbitrary Origin
When from the data it is being feel that the actual mean is bit difficult to
find out or in fractions, the moments are first calculated about an
assumend mean say A and the converted about the actual mean
The first fours Moments about arbitrary origin or Raw moments are defined
as:
Σ𝑓 𝑋−𝐴
1. 𝑚′1 = Σ𝑓
Σ𝑓 𝑋−𝐴 2
2. 𝑚′2 = Σ𝑓
Σ𝑓 𝑋−𝐴 3
3. 𝑚′3 = Σ𝑓
Σ𝑓 𝑋−𝐴 4
4. 𝑚′4 = Σ𝑓
Example 7:
35 A quality control inspector has recorded the
number of faulty items produced on an assembly
line for each of the first 127 working days of the
year. The figures are recorded in the following
frquency distribution
Number of faulty 0 1 2 3 4 5 6 7
items
Frequency 17 12 19 28 21 19 9 2
Σ𝑓 𝑋 − 𝐴 −254
𝑚′1 = = = −2
Σ𝑓 127
37
Σ𝑓 𝑋 − 𝐴 2 938
𝑚′2 = = = 7.38
Σ𝑓 127
Σ𝑓 𝑋 − 𝐴 3 −3626
𝑚′3 = = = −28.55
Σ𝑓 127
X f X-A 𝑓 𝑋−𝐴 𝑓 𝑋−𝐴 2 𝑓 𝑋−𝐴 3 𝑓 𝑋−𝐴 4
38
0 17 -5 -85 425 -2125 10625
1 12 -4 -48 192 -768 3072
2 19 -3 -57 171 -513 1539
3 28 -2 -56 112 -224 448
4 21 -1 -21 21 -21 21
5 19 0 0 0 0 0
6 9 1 9 9 9 9
7 2 2 4 8 16 32
total Σ𝑓 = 127 Σ𝑓 𝑋 − 𝐴 Σ𝑓 𝑋 − 𝐴 2
Σ𝑓 𝑋 − 𝐴 3 Σ𝑓 𝑋 − 𝐴 4
4
Σ𝑓 𝑋 − 𝐴 15746
𝑚′4 = = = 123.98
Σ𝑓 127
39 Relation between Central moments
and monets about any arbitrary points
The conversion of raw moments into central moments are given below
1. 𝑚1 = 𝑚′1 − 𝑚′1 = 0
2
2. 𝑚2 = 𝑚′2 − 𝑚′1
3. 𝑚3 = 𝑚′3 − 3𝑚′2 𝑚′1 + 2 𝑚′1 3
2 4
4. 𝑚4 = 𝑚′4 − 4𝑚′3 𝑚′1 + 6𝑚′2 𝑚′1 − 3 𝑚′1
40 Using Example 7 (slide #35) prove the relation
between central moments and raw moments
𝑚′1 = −2; 𝑚′2 = 7.38; 𝑚′3 = −28.55; 𝑚′4 = 123.98
𝑚1 = 𝑚′1 − 𝑚′1
𝑚1 = −2 + 2 = 0
𝑚2 = 𝑚′2 − 𝑚′1 2
2
𝑚2 = 7.38 − −2
𝑚2 = 3.38
41
3
𝑚3 = 𝑚′3 −3𝑚′2 𝑚′1 + 2 𝑚′1
𝑚3 = −28.55 − 3 7.38 −2 + 2 −2 3
𝑚3 = −28.55 + 44.28 − 16
. 𝑚3 = −0.27
2 4
𝑚4 = 𝑚′4 − 4𝑚′3 𝑚′1 + 6𝑚′2 𝑚′1 − 3 𝑚′1
2 4
𝑚4 = 123.98 − 4 −28.55 7.38 +6 7.38 −2 − 3 −2
𝑚4 = 123.98 + 842.796 + 177.12 − 48
𝑚4 = 1095.896
42 Skewness
𝑚3 (0.896) 0.896
√𝑏1 = Τ2
= = = 0.717
𝑚23 1.16 3Τ2 1.2494
Σ𝑓𝑋 1715
𝑋ത = = = 42.875
Σ𝑓 40
49
Σ𝑓 𝑋 − 𝑋ത 2 4694.345
𝑚2 = = = 117.35
Σ𝑓 40
Σ𝑓 𝑋 − 𝑋ത 4
1631465.4
𝑚4 = = = 40786.63
Σ𝑓 40
𝑚4 40786.63
𝑏2 = 2 = = 2.96
𝑚2 117.35 2
𝑚1 = 0; 𝑚2 = 8; 𝑚3 = 0 𝑎𝑛𝑑𝑚4 = 108.8
𝑚32 0 2
𝑚4 108.8
𝑏1 = 3 = 3
=0 𝑏2 = = = 1.7
𝑚2 8 𝑚22 8 2