Modelling of skewness measure distribution

Margus  Pihlak

doi:https://doi.org/10.59170/stattrans-2014-010

Modelling of skewness measure distribution

Margus Pihlak Tallinn University of Technology (Estonia), Department of Mathematics, Ehitajate tee 5 19086 Tallinn. Statistics in Transition new series, vol. 15, 2014, 1, pages: 145-152 Published online: 3 March 2014 https://doi.org/10.59170/stattrans-2014-010

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ABSTRACT

In this paper the distribution of random variable skewness measure is modelled. Firstly, we present some results of matrix algebra useful in multivariate statistical analyses. Then, we apply the central limit theorem on modelling of skewness measure distribution. Finally, we give an idea for finding the confidence intervals of statistical model residuals' asymmetry measure

KEYWORDS

central limit theorem, multivariate skewness measure, skewness measure distribution, statistical model residuals.

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