SKEWNESS_S

Updated 2023-10-24 14:10:39.117000

Syntax

SELECT [westclintech].[wct].[SKEWNESS_S] (
  <@Known_x, float,>)

Description

Use the aggregate function SKEWNESS_S to calculate the sample skewness. The SKEWNESS_S function is an implementation of the EXCEL SKEW function. The formula for SKEWNESS_S is:

 G_1 = \frac{n}{(n-1)(n-2)}\frac{\mu_3}{(\frac{\mu_2}{(n-1)})^{3/2}}

Arguments

@Known_x

the values to be used in the calculation. @Known_x must be of a type float or of a type that implicitly converts to float.

Return Type

float

Remarks

If you want measure the skewness for a population, then use the SKEWNESS_P function.

To calculate the population kurtosis use the KURTOSIS_P function.

To calculate the sample kurtosis use the KURTOSIS_S function.

Examples

SELECT wct.SKEWNESS_S(x) as SKEWNESS_S
FROM
(
    SELECT 30000.0000216303
    UNION ALL
    SELECT 30000.0000565854
    UNION ALL
    SELECT 30000.000038137
    UNION ALL
    SELECT 30000.0000495983
    UNION ALL
    SELECT 30000.0000185861
    UNION ALL
    SELECT 30000.0000863479
    UNION ALL
    SELECT 30000.0000776366
    UNION ALL
    SELECT 30000.0000637985
    UNION ALL
    SELECT 30000.0000939786
    UNION ALL
    SELECT 30000.000031191
    UNION ALL
    SELECT 30000.0000550457
    UNION ALL
    SELECT 30000.0000207558
    UNION ALL
    SELECT 30000.0000805531
    UNION ALL
    SELECT 30000.0000241287
) n(x);

This produces the following result

{"columns":[{"field":"SKEWNESS_S","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"}],"rows":[{"SKEWNESS_S":"0.229491026413433"}]}

In this example, we generate 100 random numbers form the standard normal distribution using the SeiresFloat function and calculate the sample skewness.

SELECT wct.SKEWNESS_S(k.SeriesValue) as SKEWNESS_S
FROM wctMath.wct.SeriesFloat(0, 1, NULL, 100, 'N') k;

This produces the following result (your results will be different).

{"columns":[{"field":"SKEWNESS_S","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"}],"rows":[{"SKEWNESS_S":"-0.153829198515644"}]}