Dear Listers
My email has been misbehaving so I apologize if this comes twice (I have checked the archives and
the first message never made it to the list)
Vandervieren and Hubert (2004) present what they call a robust measure of skewness using the medcouple
Given a distribution F, medcouple (MC(F)) is defined as
MC(F) = med h(xi,xj) given xi<med<xj
where
- h = (xj-m_F)-(m_F-xi)
-----------------
xj-xi
- m_F is the median of F
I would like to compute MC but dont know how to even start. Any pointers will be much appreciated.
Ronnie
Reference
Vanderviere, E. & Huber, M. (2004). An adjusted boxplot for skewed distributions. In J. Antoch
(Ed.), COMPSTAT2004 Symposium: proceedings in computational statistics (pp. 1933-1940). Heidelberg,
Germany: Physica-Verlag.
The paper can be downloaded here http://wis.kuleuven.be/stat/robust/Papers/boxplotCOMPSTAT04.pdf
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