- All Implemented Interfaces:
Function<double[],Double>
public class SampleSkewnessCalculator
extends Object
implements Function<double[],Double>
The sample skewness gives a measure of the asymmetry of the probability
distribution of a variable. For a series of data $x_1, x_2, \dots, x_n$, an
unbiased estimator of the sample skewness is
$$
\begin{align*}
\mu_3 = \frac{\sqrt{n(n-1)}}{n-2}\frac{\frac{1}{n}\sum_{i=1}^n
(x_i - \overline{x})^3}{\left(\frac{1}{n}\sum_{i=1}^n (x_i - \overline{x})^2\right)^\frac{3}{2}}
\end{align*}
$$
where $\overline{x}$ is the sample mean.