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arXiv · 2209.11139

Extensions of true skewness for unimodal distributions

Yevgeniy Kovchegov·Alex Negrón·Clarice Pertel·Christopher Wang
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Abstract

A 2022 paper arXiv:2009.10305v4 introduced the notion of true positive and negative skewness for continuous random variables via Fr\'echet $p$-means. In this work, we find novel criteria for true skewness, establish true skewness for the Weibull, L\'evy, skew-normal, and chi-squared distributions, and discuss the extension of true skewness to discrete and multivariate settings. Furthermore, some relevant properties of the $p$-means of random variables are established.

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Yevgeniy Kovchegov, Alex Negrón, Clarice Pertel, Christopher Wang. 2022-09-22. Extensions of true skewness for unimodal distributions. https://arxiv.org/abs/2209.11139

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