偏度
分布的偏度是指分布不对称的方向和程度,这种离散的偏差用偏度来衡量。根据偏度的正负可以分为正偏、负偏和无偏(对称)三种情况,对应三种偏度的示意图如下图所示。
Error creating node with http://docs.google.com/drawings/image?id=sN0sWyZWTcxFyhgEn1nGl3A&w=179&h=179&rev=23&ac=1. Unable to fetch:
http://docs.google.com/drawings/image?id=sN0sWyZWTcxFyhgEn1nGl3A&w=179&h=179&rev=23&ac=1
---
Reason: Response code 404 (Not Found)
---
Fetch details:
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--- Error creating node with http://docs.google.com/drawings/image?id=sYU0a1CyLAHj-k95K_nesMw&w=179&h=179&rev=8&ac=1. Unable to fetch:
http://docs.google.com/drawings/image?id=sYU0a1CyLAHj-k95K_nesMw&w=179&h=179&rev=8&ac=1
---
Reason: Response code 404 (Not Found)
---
Fetch details:
{
"attempt": 3,
"method": "GET",
"errorCode": "ERR_NON_2XX_3XX_RESPONSE",
"responseStatusCode": 404,
"responseStatusMessage": "Not Found",
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--- Error creating node with http://docs.google.com/drawings/image?id=sUvedI5EoB2xMw1JFvwNh7g&w=179&h=179&rev=13&ac=1. Unable to fetch:
http://docs.google.com/drawings/image?id=sUvedI5EoB2xMw1JFvwNh7g&w=179&h=179&rev=13&ac=1
---
Reason: Response code 404 (Not Found)
---
Fetch details:
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---
很多方法可以把偏度数量化来衡量,常用的有偏斜度、矩偏度系数、四分位数偏度系数和Spearman偏度系数。
一、偏斜度
偏斜度能够反映以平均值为中心的分布的不对称程度,正偏斜度表示不对称部分的分布更趋向正值,负偏斜度表示不对称的分布更趋向负值。在Excel给出的函数中即采用偏斜度来衡量分布的偏度,对应统计函数库中的SKEW函数。
对应偏斜度的计算公式为
偏斜度 =
例:运用 SKEW 求偏斜度
此例为某股票 18 个交易日的价格,试求股票价格的偏斜度。该示例文件可详见:偏斜度示例
如果通过以上链接无法在线查看,可以通过此链接下载Excel文件离线查看。
说明:SKEW,返回分布的偏斜度。
语法:SKEW(Number1, Number2, ...),其中Number1, Number2, ...为需要计算偏斜度的1~30个参数。
应注意的是,如果数据点个数少于3个,或者样本标准偏差为零,函数SKEW返回错误值#DIV/0!。
示例文件如下(如果Google电子表格可以打开的话可以查看,不过最近Google电子表格好像经常打不开):
可以看出,对应该股票价格的偏斜度为-0.9236。