为什么 Excel 和 WolframAlpha 给出不同的偏度值

机器算法验证 擅长 软件 描述性统计 数学
2022-02-15 03:44:52

对于以下 3 个值 222,1122,45444

WolframAlpha 给出0.706

Excel,使用=SKEW(222,1122,45444)给出 1.729

什么解释了差异?

1个回答

他们使用不同的方法来计算偏斜。skewness()在 R 包的帮助页面中搜索会e1071产生:

Joanes and Gill (1998) discuss three methods for estimating skewness:

Type 1:
g_1 = m_3 / m_2^(3/2). This is the typical definition used in many older textbooks.
Type 2:
G_1 = g_1 * sqrt(n(n-1)) / (n-2). Used in SAS and SPSS.
Type 3:
b_1 = m_3 / s^3 = g_1 ((n-1)/n)^(3/2). Used in MINITAB and BMDP.
All three skewness measures are unbiased under normality.

#Why are these numbers different?
> skewness(c(222,1122,45444), type = 2)
[1] 1.729690
> skewness(c(222,1122,45444), type = 1)
[1] 0.7061429

如果有人有资格获得它以进行进一步讨论或教育,这里是参考论文的链接:http: //onlinelibrary.wiley.com/doi/10.1111/1467-9884.00122/abstract