YouTube T2-6 The skew (and sample skew) of a distribution

Nicole Seaman

Director of FRM Operations
Staff member
The skew is the third central moment divided by the cube of the standard deviation. Here I calculate skew using the binomial distribution.

 

David Harper CFA FRM

David Harper CFA FRM
Staff member
Subscriber
Hi @Amierul I think it's correct (as was noted by @Garbanzo here at https://forum.bionicturtle.com/thre...-p1-t4-valuation-risk-models.23684/post-90704). In the first panel (the "positive/right" skew) above, we can see (for example) at +2.5, there is more density to the right; here, the mean > mode. although that is not always true and not the condition. I think the "optical illusion" here is simply that the zero x-axis is shown, but it has nothing to do with the skewness of the red distributions. Thanks,
 
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