Take 9 - Skewness, Kurtosis, Boxplot

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    SKEWNESS, KURTOSIS,

    BOXPLOTDESCRIBING SHAPES AND PATTERNS

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    SKEWNESSSymmetry of Distribution

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    MOTIVATION:

    In both histograms, the mean is 6 and the

    variance is roughly around 8.7. But, the shape

    of distribution of values are not necessarily thesame. Hence, the measures of skewness and

    kurtosis are summary measures that describe

    the shape of the distribution.

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    SKEWNESS

    •  A measure of symmetry/asymmetry of a

    distribution of values in a data.

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    SKEWNESS

    POSITIVELY SKEWED or SKEWED TOTHE RIGHT - the concentration of the

    values are on the left side of the distribution,

    with a tail that is tapering off on the right

    side.

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    SKEWNESS

    NEGATIVELY SKEWED or SKEWED TOTHE LEFT - the concentration of the values

    are on the right side of the distribution, with

    a tail that is tapering off on the left side.

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    SKEWNESS

    • the distribution is symmetric, if the mean =

    median = mode.

    • the distribution is skewed to the right or

    positively skewed, if the mean > median >

    mode.

    • the distribution is skewed to the left or

    negatively skewed, if the mean < median <

    mode.

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    SKEWNESS

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    SKEWNESS

    1  −

    2      −

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    SKEWNESS

    Interpretation:if the coefficient of skewness is less than 0,

    then the distribution is skewed to the left or

    negatively skewed.

    If the coefficient of skewness is greaterthan 0, then the distribution is skewed to

    the right or positively skewed.

    If the coefficient of skeweness is 0, then the

    distribution is symmetric.

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    KURTOSISConcavity of Distribution

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    KURTOSIS

    • It describes the “hump” of the

    distribution of the values relative to

    the “hump” of a normal distribution of

    the same amount of variability.

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    KURTOSIS

    • The Normal Distribution:

     – It is a bell-shaped curve.

     – It is symmetric about its mean.

     – It has tails that extend on both ends but it doesn’ttouch the x-axis

     – The area below the curve and above the x-axis is 1.

     – 68% of observations lie within one standard deviation

    from the mean, 95% of observations lie within twostandard deviations from the mean, and at least 99%

    of observations lie within three standard deviations

    from the mean.

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    KURTOSIS

    • The Normal Distribution

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    KURTOSIS

    • Coefficient of kurtosis:

    4

    4

     

    =1   

      4

    4

    interpretation:4

    4  3 < 0 →

    4

    4  3 > 0 → 4

    4  3 0 →

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    KURTOSIS

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    KURTOSIS

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    BOXPLOTExploratory-Data-Analysis Tool

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    BOXPLOT

    Box-and-whisker plot – a

    graphical tool for assessing

    the shape of distribution.Features:

    Location

    Spread

    Symmetry

    Extremes

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    BOXPLOT

    OUTLIERS!

    3rd Quartile

    1st Quartile

    2nd Quartile

    Or Mean

    AXIS

    Q3+1.5(IQR)

    or max

    Q1-1.5(IQR)

    or min

    Range of

    the

    middle50% of

    the data

    IQR=Q3-Q1

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     ASSESSING SKEWNESS

    USING A BOXPLOT

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    DESCRIBE THE SKEWNESS

    OF EACH BOXPLOT

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     /:END:/