fintech-algorithms
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Skewness and Tail Asymmetry

Install and import#

bash
npm install fintech-algorithms
ts
import { skewnessAndTailAsymmetry } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/dispersion-shape-and-robust-statistics/skewness-and-tail-asymmetry";

Signature#

skewnessAndTailAsymmetry(input)

Worked example#

verified This is the worked example published in the article, replayed by the test suite on every run. The output cannot drift.

Input#

input
{
  "values": [1, 2, 2, 4, 9]
}

Call#

skewnessAndTailAsymmetry(input)

Returns#

object with 2 fields: momentSkewness, direction

{
  "momentSkewness": 1.1140963830468877,
  "direction": "right"
}

Diagrams#

Skewness and Tail Asymmetry — article hero
Skewness and Tail Asymmetry — calculation ledger
Skewness and Tail Asymmetry — concept anatomy
Skewness and Tail Asymmetry — failure boundary
Skewness and Tail Asymmetry — method map
Skewness and Tail Asymmetry — scenario contrast

How it works#

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References#

The rest of the Dispersion, Shape, and Robust Statistics family#