Language Reference


SKEWNESS Function

SKEWNESS (x);

The SKEWNESS function is part of the IMLMLIB library . The SKEWNESS function returns the sample skewness for each column of a matrix. The sample skewness measures the asymmetry of a data distribution. Observations that are symmetrically distributed should have a skewness near 0.

The SKEWNESS function returns the same sample skewness as the UNIVARIATE procedure. For a formula, see the section "Descriptive Statistics" in the chapter "The UNIVARIATE Procedure" in Base SAS Procedures Guide: Statistical Procedures.

The following example computes the skewness for each column of a matrix:

x = {1 0,
     2 1,
     4 2,
     8 3,
    16 . };
skew = skewness(x);
print skew;

Figure 25.378: Sample Skewness of Two Columns

skew
1.3253147 0