Standard Article

Skew Distributions

Statistical Theory and Methods

  1. Christophe Ley

Published Online: 15 JAN 2013

DOI: 10.1002/9780470057339.vnn095

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

Ley, C. 2013. Skew Distributions. Encyclopedia of Environmetrics. 5.

Author Information

  1. Université Libre de Bruxelles-Campus Plaine, Brussels, Belgium

Publication History

  1. Published Online: 15 JAN 2013

Abstract

Interest in skew distributions has been growing tremendously over the past two decades, driven mostly by applications. Indeed, datasets exhibiting evidence of nonsymmetric distributions are the rule rather than the exception. From a more theoretical perspective, skew distributions have been used as privileged alternatives in the construction of tests for symmetry and related inferential procedures. We review the history and development of skew distributions, describe the most important skewing methods, and present some examples for each method.

Keywords:

  • order statistics;
  • skewing function;
  • skewing mechanism;
  • skewness;
  • skew-normal distribution;
  • surjectivity property;
  • symmetric kernel;
  • transformation approach