A New Life of Pearson's Skewness

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Autor(es):	Kovchegov, Yevgeniy ^[1] Número total de Autores: 1
Afiliação do(s) autor(es):	^[1] Oregon State Univ, Dept Math, Corvallis, OR 97331 - USA Número total de Afiliações: 1
Tipo de documento:	Artigo Científico
Fonte:	JOURNAL OF THEORETICAL PROBABILITY; JAN 2022.
Citações Web of Science:	0
Resumo
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)

Processo FAPESP:	18/07826-5 - Limites hidrodinâmicos de processos coalescentes e árvores de extensão mínima com aplicações em biologia matemática
Beneficiário:	Anatoli Iambartsev
Modalidade de apoio:	Auxílio à Pesquisa - Pesquisador Visitante - Internacional