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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

A New Life of Pearson's Skewness

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Author(s):
Kovchegov, Yevgeniy [1]
Total Authors: 1
Affiliation:
[1] Oregon State Univ, Dept Math, Corvallis, OR 97331 - USA
Total Affiliations: 1
Document type: Journal article
Source: JOURNAL OF THEORETICAL PROBABILITY; JAN 2022.
Web of Science Citations: 0
Abstract

In this work, we show how coupling and stochastic dominance methods can be successfully applied to a classical problem of rigorizing Pearson's skewness. Here, we use Frechet means to define generalized notions of positive and negative skewness that we call truly positive and truly negative. Then, we apply a stochastic dominance approach in establishing criteria for determining whether a continuous random variable is truly positively skewed. Intuitively, this means that the scaled right tail of the probability density function exhibits strict stochastic dominance over the equivalently scaled left tail. Finally, we use the stochastic dominance criteria and establish some basic examples of true positive skewness, thus demonstrating how the approach works in general. (AU)

FAPESP's process: 18/07826-5 - Hydrodynamic limits of coalescent processes and minimal spanning trees with applications in mathematical biology
Grantee:Anatoli Iambartsev
Support Opportunities: Research Grants - Visiting Researcher Grant - International