U-3

Process capability
A process is a unique combination of tools, materials, methods, and people engaged in producing a
measurable output; for example a manufacturing line for machine parts. All processes have
inherent statistical variability which can be evaluated by statistical methods.
The process capability is a measurable property of a process to the specification, expressed as
a process capability index (e.g., Cpk or Cpm) or as a process performance index (e.g., Ppk or Ppm). The
output of this measurement is usually illustrated by a histogram and calculations that predict how
many parts will be produced out of specification (OOS).
Two parts of process capability are: 1) measure the variability of the output of a process, and 2)
compare that variability with a proposed specification or product tolerance.

Measure the process

The input of a process usually has at least one or more measurable characteristics that are used to
specify outputs. These can be analyzed statistically; where the output data shows a normal
distribution the process can be described by the process mean (average) and the standard deviation.
A process needs to be established with appropriate process controls in place. A control chart analysis
is used to determine whether the process is "in statistical control". If the process is not in statistical
control then capability has no meaning. Therefore the process capability involves only common cause
variation and not special cause variation.
A batch of data needs to be obtained from the measured output of the process. The more data that is
included the more precise the result, however an estimate can be achieved with as few as 17 data
points. This should include the normal variety of production conditions, materials, and people in the
process. With a manufactured product, it is common to include at least three different production
runs, including start-ups.
The process mean (average) and standard deviation are calculated. With a normal distribution, the
"tails" can extend well beyond plus and minus three standard deviations, but this interval should
contain about 99.73% of production output. Therefore for a normal distribution of data the process
capability is often described as the relationship between six standard deviations and the required
specification.

Capability study
The output of a process is expected to meet customer requirements, specifications, or engineering
tolerances. Engineers can conduct a process capability study to determine the extent to which the
process can meet these expectations.
The ability of a process to meet specifications can be expressed as a single number using a process
capability index or it can be assessed using control charts. Either case requires running the process to
obtain enough measurable output so that engineering is confident that the process is stable and so that
the process mean and variability can be reliably estimated. Statistical process control defines

techniques to properly differentiate between stable processes, processes that are drifting
(experiencing a long-term change in the mean of the output), and processes that are growing more
variable. Process capability indices are only meaningful for processes that are stable (in a state
of statistical control).

Surface finish
Surface finish, also known a surface texture or surface topography, is the nature of a surface as
defined by the 3 characteristics of lay, surface roughness, and waviness.[1] It comprises the small local
deviations of a surface from the perfectly flat ideal (a true plane).
Surface texture is one of the important factors that control friction and transfer layer formation during
sliding.[2] Considerable efforts have been made to study the influence of surface texture on friction
and wear during sliding conditions.[3][4] Surface textures can be isotropic or anisotropic.[2]
[5]
Sometimes, stick-slip friction phenomena can be observed during sliding depending on surface
texture.[6][7][8]
Each manufacturing process (such as the many kinds of machining) produces a surface texture. The
process is usually optimized to ensure that the resulting texture is usable. If necessary, an additional
process will be added to modify the initial texture. The latter process may be grinding (abrasive
cutting), polishing, lapping, abrasive
blasting, honing, electrical
discharge
machining (EDM), milling, lithography, industrial etching/chemical milling, laser texturing, or other
processes.[9][10]

Lay[edit]

Examples of various lay patterns

Lay is the direction of the predominant surface pattern ordinarily determined by the production
method used.

Surface roughness
Surface roughness commonly shortened to roughness, is a measure of the finely spaced surface
irregularities.[1] In engineering, this is what is usually meant by "surface finish".

Waviness
Waviness is the measure of surface irregularities with a spacing greater than that of surface
roughness. These usually occur due to warping, vibrations, or deflection during machining.[1]

Measurement

How a profilometer works

Surface finish may be measured in two ways: contact and non-contact methods. Contact methods involve dragging
a measurementstylus across the surface; these instruments are called profilometers. Non-contact methods
include: interferometry, confocal microscopy, focus variation, structured light, electrical capacitance, electron
microscopy, and photogrammetry.
The most common method is to use a diamond stylus profilometer. The stylus is run perpendicular to the lay of the
surface.[1] The probe usually traces along a straight line on a flat surface or in a circular arc around a cylindrical
surface. The length of the path that it traces is called the measurement length. The wavelength of the lowest
frequency filter that will be used to analyze the data is usually defined as the sampling length. Most standards
recommend that the measurement length should be at least seven times longer than the sampling length, and
according to the NyquistShannon sampling theorem it should be at least two times longer than the wavelength[citation
needed]
of interesting features. The assessment length or evaluation length is the length of data that will be used for
analysis. Commonly one sampling length is discarded from each end of the measurement length. 3D measurements
can be made with a profilometer by scanning over a 2D area on the surface.
The disadvantage of a profilometer is that it is not accurate when the size of the features of the surface are close to
the same size as the stylus. Another disadvantage is that profilometers have difficulty detecting flaws of the same
general size as the roughness of the surface.[11] There are also limitations for non-contact instruments. For example,
instruments that rely on optical interference cannot resolve features that are less than some fraction of the operating
wavelength. This limitation can make it difficult to accurately measure roughness even on common objects, since
the interesting features may be well below the wavelength of light. The wavelength of red light is about 650 nm,
[12]
while the average roughness, (Ra) of a ground shaft might be 2000 nm.
The first step of analysis is to filter the raw data to remove very high frequency data (called "micro-roughness")
since it can often be attributed to vibrations or debris on the surface. Filtering out the micro-roughness at a given
cut-off threshold also allows to bring closer the roughness assessment made using profilometers having different

stylus ball radius e.g. 2m and 5m radii. Next, the data is separated into roughness, waviness and form. This can
be accomplished using reference lines, envelope methods, digital filters, fractals or other techniques. Finally, the
data is summarized using one or more roughness parameters, or a graph. In the past, surface finish was usually
analyzed by hand. The roughness trace would be plotted on graph paper, and an experienced machinist decided
what data to ignore and where to place the mean line. Today, the measured data is stored on a computer, and
analyzed using methods from signal analysis and statistics.[13]

The effect of different form removal techniques on surface finish analysis

Plots showing how filter cutoff frequency affects the separation between waviness and roughness

Illustration showing how the raw profile from a surface finish trace is decomposed into a primary profile, form, waviness
and roughness

Illustration showing the effect of using different filters to separate a surface finish trace into waviness and roughness

Specification
In the United States, surface finish is usually specified using the ASME Y14.36M standard. The other common
standard is International Organization for Standardization (ISO) 1302.

Manufacturing
Many factors contribute to the surface finish in manufacturing. In forming processes, such
as molding or metal forming, surface finish of the die determines the surface finish of the workpiece.
In machining the interaction of the cutting edges and the microstructure of the material being cut both
contribute to the final surface finish.[citation needed]
In general, the cost of manufacturing a surface increases as the surface finish improves.[14] Any given
manufacturing process is usually optimized enough to ensure that the resulting texture is usable for
the part's intended application. If necessary, an additional process will be added to modify the initial
texture. The expense of this additional process must be justified by adding value in some way
principally better function or longer lifespan. Parts that have sliding contact with others may work
better or last longer if the roughness is lower. Aesthetic improvement may add value if it improves
the saleability of the product.
A practical example is as follows. An aircraft maker contracts with a vendor to make parts. A
certain grade of steel is specified for the part because it is strong enough and hard enough for the
part's function. The steel is machinable although not free-machining. The vendor decides to mill the
parts. The milling can achieve the specified roughness (for example, 3.2 m) as long as the
machinist uses premium-quality insertsin the end mill and replaces the inserts after every 20 parts (as
opposed to cutting hundreds before changing the inserts). There is no need to add a second operation
(such as grinding or polishing) after the milling as long as the milling is done well enough (correct
inserts, frequent-enough insert changes, and clean coolant). The inserts and coolant cost money, but
the costs that grinding or polishing would incur (more time and additional materials) would cost even
more than that. Obviating the second operation results in a lower unit cost and thus a lower price.
The competition between vendors elevates such details from minor to crucial importance. It was
certainly possible to make the parts in a slightly less efficient way (two operations) for a slightly
higher price; but only one vendor can get the contract, so the slight difference in efficiency is
magnified by competition into the great difference between the prospering and shuttering of firms.
Just as different manufacturing processes produce parts at various tolerances, they are also capable of
different roughnesses. Generally these two characteristics are linked: manufacturing processes that
are dimensionally precise create surfaces with low roughness. In other words, if a process can
manufacture parts to a narrow dimensional tolerance, the parts will not be very rough.

Due to the abstractness of surface finish parameters, engineers usually use a tool that has a variety of
surface roughnesses created using different manufacturing methods.[14]

Kurtosis
In probability theory and statistics, kurtosis (from Greek: , kyrtos or kurtos, meaning "curved, arching") is
any measure of the "peakedness" of the probability distribution of a real-valued random variable.[1] In a similar way
to the concept of skewness, kurtosis is a descriptor of the shape of a probability distribution and, just as for
skewness, there are different ways of quantifying it for a theoretical distribution and corresponding ways of
estimating it from a sample from a population. There are various interpretations of kurtosis, and of how particular

measures should be interpreted; these are primarily peakedness (width of peak), tail weight, and lack of shoulders
(distribution primarily peak and tails, not in between).
One common measure of kurtosis, originating with Karl Pearson, is based on a scaled version of the
fourth moment of the data or population, but it has been argued that this really measures heavy tails, and not
peakedness.[2] For this measure, higher kurtosis means more of the variance is the result of infrequent
extreme deviations, as opposed to frequent modestly sized deviations. It is common practice to use an adjusted
version of Pearson's kurtosis, the excess kurtosis, to provide a comparison of the shape of a given distribution to
that of the normal distribution. Distributions with negative or positive excess kurtosis are calledplatykurtic
distributions or leptokurtic distributions respectively.
Alternative measures of kurtosis are: the L-kurtosis, which is a scaled version of the fourth L-moment; measures
based on 4 population or sample quantiles.[3] These correspond to the alternative measures ofskewness that are not
based on ordinary moments.[3]

The "Darkness" data is platykurtic (0.194), while "Far Red Light" shows leptokurtosis (0.055)

Pearson moments[edit]
The fourth standardized moment is defined as

where 4 is the fourth moment about the mean and is the standard deviation. The fourth standardized moment is
bounded below by the squared skewness plus 1 [4]

where 3 is the third moment about the mean.

The fourth standardized moment is sometimes used as the definition of kurtosis in older works, but is not the
definition used here.
Kurtosis is more commonly defined as the fourth cumulant divided by the square of the second cumulant [citation needed],
which is equal to the fourth moment around the mean divided by the square of the variance of the probability
distribution minus 3,

which is also known as excess kurtosis. The "minus 3" at the end of this formula is often explained as a correction
to make the kurtosis of the normal distribution equal to zero. Another reason can be seen by looking at the formula
for the kurtosis of the sum of random variables. Suppose that Y is the sum of n identically
distributed independent random variables all with the same distribution as X. Then

This formula would be much more complicated if kurtosis were defined just as 4 / 4 (without the minus 3).
More generally, if X1, ..., Xn are independent random variables, not necessarily identically distributed, but all having
the same variance, then

whereas this identity would not hold if the definition did not include the subtraction of 3.

Without the assumption about

where

having the same variance, we have

is the standard deviation of

The fourth standardized moment must be at least 1, so the excess kurtosis must be 2 or more. This lower bound is
realized by the Bernoulli distribution with p = , or "coin toss". There is no upper limit to the excess kurtosis and it
may be infinite.

Interpretation[edit]
The exact interpretation of the Pearson measure of kurtosis (or excess kurtosis) is disputed. The "classical"
interpretation, which applies only to symmetric and unimodal distributions (those whose skewness is 0), is that
kurtosis measures both the "peakedness" of the distribution and the heaviness of its tail.[5] Various statisticians have
proposed other interpretations, such as "lack of shoulders" (where the "shoulder" is defined vaguely as the area
between the peak and the tail, or more specifically as the area about one standard deviation from the mean) or
"bimodality".[6] Balanda and MacGillivray assert that the standard definition of kurtosis "is a poor measure of the
kurtosis, peakedness, or tail weight of a distribution" [7] and instead propose to "define kurtosis vaguely as the
location- and scale-free movement of probability mass from the shoulders of a distribution into its center and tails".
[5]

Terminology and examples[edit]

A high kurtosis distribution has a sharper peak and fatter tails, while a low kurtosis distribution has a more rounded
peak and thinner tails.
Distributions with zero excess kurtosis are called mesokurtic, or mesokurtotic. The most prominent example of a
mesokurtic distribution is the normal distribution family, regardless of the values of its parameters. A few other
well-known distributions can be mesokurtic, depending on parameter values: for example the binomial
distribution is mesokurtic for

.[citation needed]

A distribution with positive excess kurtosis is called leptokurtic, or leptokurtotic. "Lepto-" means "slender".[8] In
terms of shape, a leptokurtic distribution has a more acute peak around the mean and fatter tails. Examples of
leptokurtic distributions include the Student's t-distribution, Rayleigh distribution, Laplace distribution, exponential
distribution, Poisson distribution and the logistic distribution. Such distributions are sometimes termed super
Gaussian.[citation needed]

The coin toss is the most platykurtic distribution

A distribution with negative excess kurtosis is called platykurtic, or platykurtotic. "Platy-" means "broad". [9] In
terms of shape, a platykurtic distribution has a lower, wider peakaround the mean and thinner tails. Examples of
platykurtic distributions include the continuous or discrete uniform distributions, and the raised cosine distribution.
The most platykurtic distribution of all is the Bernoulli distribution with p = (for example the number of times
one obtains "heads" when flipping a coin once, a coin toss), for which the excess kurtosis is 2. Such distributions
are sometimes termed sub-Gaussian.[10]

Graphical examples[edit]
The Pearson type VII family[edit]

pdf for the Pearson type VII distribution with kurtosis of infinity (red); 2 (blue); and 0 (black)

log-pdf for the Pearson type VII distribution with kurtosis of infinity (red); 2 (blue); 1, 1/2, 1/4, 1/8, and 1/16 (gray); and 0 (black)

The effects of kurtosis are illustrated using a parametric family of distributions whose kurtosis can be adjusted
while their lower-order moments and cumulants remain constant. Consider the Pearson type VII family, which is a
special case of the Pearson type IV family restricted to symmetric densities. The probability density function is
given by

where a is a scale parameter and m is a shape parameter.

All densities in this family are symmetric. The kth moment exists provided m > (k + 1)/2. For the kurtosis to exist,
we require m > 5/2. Then the mean andskewness exist and are both identically zero. Setting a2 = 2m 3 makes the
variance equal to unity. Then the only free parameter is m, which controls the fourth moment (and cumulant) and
hence the kurtosis. One can reparameterize with
, where
is the excess kurtosis as defined
above. This yields a one-parameter leptokurtic family with zero mean, unit variance, zero skewness, and arbitrary
positive kurtosis. The reparameterized density is

In the limit as

one obtains the density

which is shown as the red curve in the images on the right.

In the other direction as
black curve.

one obtains the standard normal density as the limiting distribution, shown as the

In the images on the right, the blue curve represents the density
with kurtosis of 2. The top image
shows that leptokurtic densities in this family have a higher peak than the mesokurtic normal density. The
comparatively fatter tails of the leptokurtic densities are illustrated in the second image, which plots the natural
logarithm of the Pearson type VII densities: the black curve is the logarithm of the standard normal density, which is
a parabola. One can see that the normal density allocates little probability mass to the regions far from the mean
("has thin tails"), compared with the blue curve of the leptokurtic Pearson type VII density with kurtosis of 2.
Between the blue curve and the black are other Pearson type VII densities with 2 = 1, 1/2, 1/4, 1/8, and 1/16. The
red curve again shows the upper limit of the Pearson type VII family, with
(which, strictly speaking,
means that the fourth moment does not exist). The red curve decreases the slowest as one moves outward from the
origin ("has fat tails").

Kurtosis of well-known distributions[edit]

Probability density functions for selected distributions with mean 0, variance 1 and different kurtosis

Logarithms of probability density functions for selected distributions with mean 0, variance 1 and different kurtosis

Several well-known, unimodal and symmetric distributions from different parametric families are compared here.
Each has a mean and skewness of zero. The parameters have been chosen to result in a variance equal to 1 in each
case. The images on the right show curves for the following seven densities, on a linear scale and logarithmic scale:

D: Laplace distribution, also known as the double exponential distribution, red curve (two straight lines in
the log-scale plot), excess kurtosis = 3
S: hyperbolic secant distribution, orange curve, excess kurtosis = 2
L: logistic distribution, green curve, excess kurtosis = 1.2
N: normal distribution, black curve (inverted parabola in the log-scale plot), excess kurtosis = 0
C: raised cosine distribution, cyan curve, excess kurtosis = 0.593762...
W: Wigner semicircle distribution, blue curve, excess kurtosis = 1
U: uniform distribution, magenta curve (shown for clarity as a rectangle in both images), excess kurtosis =
1.2.
Note that in these cases the platykurtic densities have bounded support, whereas the densities with positive
or zero excess kurtosis are supported on the wholereal line.

There exist platykurtic densities with infinite support,

e.g., exponential power distributions with sufficiently large shape parameter b

and there exist leptokurtic densities with finite support.

e.g., a distribution that is uniform between 3 and 0.3, between 0.3 and 0.3, and between 0.3 and 3, with
the same density in the (3, 0.3) and (0.3, 3) intervals, but with 20 times more density in the (0.3, 0.3)
interval

Sample kurtosis[edit]
For a sample of n values the sample excess kurtosis is

where m4 is the fourth sample moment about the mean, m2 is the second sample moment about the mean (that is,
the sample variance), xi is the ith value, and is the sample mean.
The variance of the sample kurtosis of a sample of size n from the normal distribution is[11]

An approximate alternative is 24/n but this is inaccurate for small samples.

Estimators of population kurtosis[edit]

Given a sub-set of samples from a population, the sample excess kurtosis above is a biased estimator of the
population excess kurtosis. The usual estimator of the population excess kurtosis defined as follows:

where k4 is the unique symmetric unbiased estimator of the fourth cumulant, k2 is the unbiased estimate of the
second cumulant (identical to the unbiased estimate of the sample variance), m4 is the fourth sample moment about
the mean, m2 is the second sample moment about the mean, xi is the ith value, and is the sample mean.
Unfortunately,

is itself generally biased. For the normal distribution it is unbiased.[3]

Applications[edit]
D'Agostino's K-squared test is a goodness-of-fit normality test based on a combination of the sample skewness and
sample kurtosis, as is the JarqueBera test for normality.
For non-normal samples, the variance of the sample variance depends on the kurtosis; for details, please
see variance.
Pearson's definition of kurtosis is used as an indicator of intermittency in turbulence.[12]

Other measures of kurtosis[edit]

A different measure of "kurtosis", that is of the "peakedness" of a distribution, is provided by using Lmoments instead of the ordinary moments.[13][14]

Skewness
From Wikipedia, the free encyclopedia

Example distribution with non-zero (positive) skewness. These data are from experiments on wheat grass growth.

In probability theory and statistics, skewness is a measure of the asymmetry of the probability distribution of a realvalued random variable about its mean. The skewness value can be positive or negative, or even undefined.
The qualitative interpretation of the skew is complicated. For a unimodal distribution, negative skew indicates that
the tail on the left side of the probability density function is longeror fatter than the right side it does not
distinguish these shapes. Conversely, positive skew indicates that the tail on the right side is longer or fatter than the
left side. In cases where one tail is long but the other tail is fat, skewness does not obey a simple rule. For example,
a zero value indicates that the tails on both sides of the mean balance out, which is the case both for a symmetric
distribution, and for asymmetric distributions where the asymmetries even out, such as one tail being long but thin,
and the other being short but fat. Further, in multimodal distributions and discrete distributions, skewness is also
difficult to interpret. Importantly, the skewness does not determine the relationship of mean and median.

Introduction[edit]
Consider the two distributions in the figure just below. Within each graph, the bars on the right side of the
distribution taper differently than the bars on the left side. These tapering sides are called tails, and they provide a
visual means for determining which of the two kinds of skewness a distribution has:
1. negative skew: The left tail is longer; the mass of the distribution is concentrated on the right of the figure.
The distribution is said to be left-skewed, left-tailed, or skewed to the left.[1]
2. positive skew: The right tail is longer; the mass of the distribution is concentrated on the left of the figure.
The distribution is said to be right-skewed, right-tailed, or skewed to the right.[1]

Skewness in a data series may be observed not only graphically but by simple inspection of the values. For instance,
consider the numeric sequence (49, 50, 51), whose values are evenly distributed around a central value of (50). We
can transform this sequence into a negatively skewed distribution by adding a value far below the mean, as in e.g.
(40, 49, 50, 51). Similarly, we can make the sequence positively skewed by adding a value far above the mean, as in
e.g. (49, 50, 51, 60).

Relationship of mean and median[edit]

The skewness is not strictly connected with the relationship between the mean and median: a distribution with
negative skew can have the mean greater than or less than the median, and likewise for positive skew.
In the older notion of nonparametric skew, defined as
where is the mean, is the median, and is
the standard deviation, the skewness is defined in terms of this relationship: positive/right nonparametric skew
means the mean is greater than (to the right of) the median, while negative/left nonparametric skew means the mean
is less than (to the left of) the median. However, the modern definition of skewness and the traditional
nonparametric definition do not in general have the same sign: while they agree for some families of distributions,
they differ in general, and conflating them is misleading.
If the distribution is symmetric then the mean is equal to the median and the distribution will have zero skewness.
[2]
If, in addition, the distribution is unimodal, then the mean = median = mode. This is the case of a coin toss or the
series 1,2,3,4,... Note, however, that the converse is not true in general, i.e. zero skewness does not imply that the
mean is equal to the median.

Definition[edit]
Pearson's moment coefficient of skewness[edit]
The skewness of a random variable X is the moment coefficient of skewness.[4] It is sometimes referred to
as Pearson's moment coefficient of skewness,[5] not to be confused with Pearson's other skewness statistics (see
below). It is the third standardized moment.[5][4] It is denoted 1 and defined as

where 3 is the third central moment, is the mean, is the standard deviation, and E is the expectation operator.
The last equality expresses skewness in terms of the ratio of the third cumulant 3 and the 1.5th power of the second
cumulant 2. This is analogous to the definition of kurtosis as the fourth cumulant normalized by the square of the
second cumulant.
The skewness is also sometimes denoted Skew[X].
The formula expressing skewness in terms of the non-central moment E[X3] can be expressed by expanding the
previous formula,

Properties[edit]
Skewness can be infinite, as when

or undefined, as when

In this latter example, the third cumulant is undefined. One can also have distributions such as

where both the second and third cumulants are infinite, so the skewness is again undefined.
If Y is the sum of n independent and identically distributed random variables, all with the distribution of X, then the
third cumulant of Y is n times that of X and the second cumulant of Y is n times that of X,
so
. This shows that the skewness of the sum is smaller, as it approaches a
Gaussian distribution in accordance with the central limit theorem.

Sample skewness[edit]
For a sample of n values, a natural method of moments estimator of the population skewness is

where is the sample mean, s is the sample standard deviation, and the numerator m3 is the sample third
central moment.
Another common definition of the sample skewness is[6]

where
is the unique symmetric unbiased estimator of the third cumulant and
unbiased estimator of the second cumulant (i.e. the variance).

is the symmetric

In general, the ratios

and
are both biased estimators of the population skewness ; their expected values
can even have the opposite sign from the true skewness. (For instance a mixed distribution consisting of very thin
Gaussians centred at 99, 0.5, and 2 with weights 0.01, 0.66, and 0.33 has a skewness of about 9.77, but in a
sample of 3,

has an expected value of about 0.32, since usually all three samples are in the positive-valued part

of the distribution, which is skewed the other way.) Nevertheless,

and
each have obviously the correct
expected value of zero for any symmetric distribution with a finite third moment, including a normal distribution.
The variance of the skewness of a random sample of size n from a normal distribution is[7][8]

An approximate alternative is 6/n but this is inaccurate for small samples.

In normal samples,

has the smaller variance of the two estimators, with

where m2 in the denominator is the (biased) sample second central moment.[6]

The adjusted FisherPearson standardized moment coefficient

statistical packages including Minitab, SAS and SPSS.[9]

is the version found in Excel and several

Applications[edit]
Skewness has benefits in many areas. Many models assume normal distribution; i.e., data are symmetric about the
mean. The normal distribution has a skewness of zero. But in reality, data points may not be perfectly symmetric.
So, an understanding of the skewness of the dataset indicates whether deviations from the mean are going to be
positive or negative.
D'Agostino's K-squared test is a goodness-of-fit normality test based on sample skewness and sample kurtosis.

Other measures of skewness[edit]

Comparison of mean, median and mode of two log-normal distributions with different skewness.

Other measures of skewness have been used, including simpler calculations suggested by Karl Pearson[10] (not to be
confused with Pearson's moment coefficient of skewness, see above). These other measures are:

Pearson's first skewness coefficient (mode skewness)[edit]

The Pearson mode skewness,[11] or first skewness coefficient, is defined by
(mean mode) / standard deviation,

Pearson's second skewness coefficient (median skewness) [edit]

The Pearson median skewness, or second skewness coefficient,[12] is defined by
3 (mean median) / standard deviation.
The latter is a simple multiple of the nonparametric skew.

Other[edit]
Starting from a standard cumulant expansion around a Normal distribution, one can actually show that skewness = 6
(mean median) / standard deviation ( 1 + kurtosis / 8) + O(skewness 2).[citation needed] One should keep in mind that
above given equalities often don't hold even approximately and these empirical formulas are abandoned nowadays.
[citation needed]
There is no guarantee that these will be the same sign as each other or as the ordinary definition of
skewness.

Quantile-based measures[edit]

A skewness function

can be defined,[13][14] where F is the cumulative distribution function. This leads to a corresponding overall measure
of skewness[13] defined asthe supremum of this over the range 1/2 u < 1. Another measure can be obtained by
integrating the numerator and denominator of this expression. [15] The function (u) satisfies 1 (u) 1 and is well
defined without requiring the existence of any moments of the distribution. [15]
Galton's measure of skewness[16] is (u) evaluated at u = 3/4. Other names for this same quantity are the Bowley
Skewness,[17] the YuleKendall index[18] and the quartile skewness.
Kelley's measure of skewness uses u = 0.1.[citation needed]

L-moments[edit]
Use of L-moments in place of moments provides a measure of skewness known as the L-skewness. [19]

Distance skewness[edit]
A value of skewness equal to zero does not imply that the probability distribution is symmetric. Thus there is a need
for another measure of asymmetry which has this property: such a measure was introduced in 2000. [20] It is
called distance skewness and denoted by dSkew. If X is a random variable which takes values in the d-dimensional
Euclidean space, X has finite expectation, X' is an independent identically distributed copy of X and
the norm in the Euclidean space then a simple measure of asymmetry is

denotes

and dSkew(X) := 0 for X = (with probability 1). Distance skewness is always between 0 and 1, equals 0 if and only
if X is diagonally symmetric (X and X has the same probability distribution) and equals 1 if and only if X is a
nonzero constant with probability one. [21] Thus there is a simple consistent statistical test of diagonal symmetry
based on the sample distance skewness:

Groeneveld & Meedens coefficient[edit]

Groeneveld & Meeden have suggested, as an alternative measure of skewness, [15]

where is the mean, is the median, || is the absolute value and E() is the expectation operator.

Medcouple[edit]
The medcouple is a scale-invariant robust measure of skewness, with a breakdown point of 25%. It is the median of
the values of the kernel function

taken

over

the sample

all

couples

such
.

that

where

is

the

median

of

Truncated normal distribution

Probability density function

Probability density function for the truncated normal distribution for different sets of
parameters. In all cases, a = 10 and b = 10. For the black: = 8, = 2; blue: = 0, = 2;
red: = 9, = 10; orange: = 0, = 10.

Cumulative distribution function

Cumulative distribution function for the truncated normal distribution for different sets of
parameters. In all cases, a = 10 and b = 10. For the black: = 8, = 2; blue: = 0, = 2;
red: = 9, = 10; orange: = 0, = 10.

Notation

Parameter R
s

mean

b R maximum value
Support
pdf

CDF

Mean

x [a,b]

(location)

variance
minimum

(squared scale)
value

Mode

Variance

Entropy

MGF

In probability and statistics, the truncated normal distribution is the probability distribution of a normally
distributed random variable whose value is either bounded below or above (or both). The truncated normal
distribution has wide applications in statistics and econometrics. For example, it is used to model the probabilities
of the binary outcomes in the probit model and to model censored data in the Tobit model.

Definition[edit]
Suppose

has

normal

distribution

interval
normal distribution.

. Then

Its probability density function, , for

, is given by

and

conditional on

lies

within

the

has a truncated

and by =0 otherwise.
Here,

is the probability density function of the standard normal distribution and

its cumulative distribution function. There is an understanding that if

if
, then
.

Moments[edit]
Two sided truncation:[1]

, then

is

, and similarly,

One sided truncation (upper tail):[2]

where

and

One sided truncation (lower tail):

where
Barr and Sherrill (1999) give a simpler expression for the variance of one sided truncations. Their formula is in
terms of the chi-square CDF, which is implemented in standard software libraries. Bebu and Mathew (2009) provide
formulas for (generalized) confidence intervals around the truncated moments.
Differential equation

A Recursive Formula
As for the non-truncated case, there is a neat recursive formula for the truncated moments. See. [3]

Simulating[edit]
A

random

variate

defined

cumulative distribution function and

distribution truncated to the range
variables from

and

as

with
its inverse,

a uniform random number on

the

, follows the

. This method is theoretically the best, however the simulation of random

may imply numerical errors; thus practically one has to find other implementations.

For more on simulating a draw from the truncated normal distribution, see Robert (1995), Lynch (2007) Section
8.1.3 (pages 200206), Devroye (1986). The MSM package in R has a function, rtnorm, that calculates draws from
a truncated normal. The truncnorm package in R also has functions to draw from a truncated normal.
Chopin proposed an algorithm inspired from the Ziggurat algorithm of Marsaglia and Tsang (1984, 2000), which is
usually considered as the fastest Gaussian sampler, and is also very close to Ahrenss algorithm (1995).
Implementations can be found in C, C++, Matlab and Python.

Sampling from the multivariate truncated normal distribution is considerably more difficult. Damien and Walker
(2001) introduce a general methodology for sampling truncated densities within a Gibbs samplingframework. Their
algorithm introduces one latent variable and is more computationally efficient than the algorithm of Robert (1995).