Skewness is a measure of symmetry, or more precisely, the lack of symmetry. A distribution, or data set, is symmetric if it looks the same to the left and right of the center point. Kurtosis is a measure of whether the data are heavy-tailed or light-tailed relative to a normal distribution.
- What does kurtosis represent?
- What does skewness represent?
- What should skewness and kurtosis be?
- How does skewness and kurtosis determine normality?
What does kurtosis represent?
Kurtosis is a measure of the tailedness of a distribution. Tailedness is how often outliers occur. Excess kurtosis is the tailedness of a distribution relative to a normal distribution. Distributions with medium kurtosis (medium tails) are mesokurtic. Distributions with low kurtosis (thin tails) are platykurtic.
What does skewness represent?
Skewness is a measure of the asymmetry of a distribution. A distribution is asymmetrical when its left and right side are not mirror images. You might want to calculate the skewness of a distribution to: Describe the distribution of a variable alongside other descriptive statistics.
What should skewness and kurtosis be?
The values for asymmetry and kurtosis between -2 and +2 are considered acceptable in order to prove normal univariate distribution (George & Mallery, 2010). Hair et al. (2010) and Bryne (2010) argued that data is considered to be normal if skewness is between ‐2 to +2 and kurtosis is between ‐7 to +7.
How does skewness and kurtosis determine normality?
To overcome this problem, a z-test is applied for normality test using skewness and kurtosis. A Z score could be obtained by dividing the skewness values or excess kurtosis value by their standard errors. For small sample size (n <50), z value ± 1.96 are sufficient to establish normality of the data.