Analysis of Skewness and Kurtosis

Since the skewness and kurtosis of the normal distribution are zero, values for these two parameters should be close to zero for data to follow a normal distribution.

  • A rough measure of the standard error of the skewness is \sqrt{6/n} where n is the sample size.
  • A rough measure of the standard error of the kurtosis is \sqrt{24/n} where n is the sample size.

If the absolute value of the skewness for the data is more than twice the standard error this indicates that the data are not symmetric, and therefore not normal. Similarly if the absolute value of the kurtosis for the data is more than twice the standard error this is also an indication that the data are not normal.

Example 1: Use the skewness and kurtosis statistics to gain more evidence as to whether the data in Example 1 of Graphical Tests for Normality and Symmetry is normally distributed.

As we can see from Figure 4 of Graphical Tests for Normality and Symmetry (cells D13 and D14), the skewness for the data in Example 1 is .23 and the kurtosis is -1.53. The standard error for the skewness is .55 (cell D16) the standard error for the kurtosis is 1.10 (cell D17). Both statistics are within two standard errors, which suggest that the data is likely to be relatively normally distributed.

3 Responses to Analysis of Skewness and Kurtosis

  1. My brother recommended I would possibly like this web site. He was once entirely right. This post actually made my day. You cann’t imagine just how much time I had spent for this info! Thank you!

  2. Colin says:

    Sir

    What are the rough measure of the standard error of the skewness and kurtosis ? I cannot see the pictures.

    • Charles says:

      Colin,

      A rough measure of the standard error of the skewness is \sqrt{6/n} where n is the sample size.
      A rough measure of the standard error of the kurtosis is \sqrt{24/n} where n is the sample size.

      Charles

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