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Review
. 1992 Feb 15;11(3):333-43.
doi: 10.1002/sim.4780110306.

Which measures of skewness and kurtosis are best?

P Royston  1
Affiliations
Review

Which measures of skewness and kurtosis are best?

P Royston. Stat Med. .

Abstract

Indices of distributional shape based on linear combinations of order statistics have recently been described by Hosking. Their usefulness as tools for practical data analysis is examined. They are found to have several advantages over the conventional indices of skewness and kurtosis (square root of b1 and b2) and no serious drawbacks. It is proposed, therefore, that they should replace square root of b1 and b2 in routine data analysis. To implement this suggestion, action by the developers of standard statistical software is needed.

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