| skewness |
faster or longer or larger rises than drops, or drops than rises. critical thresholds, a phenomenom linked to percolation, where the price behavior can change completely fat tails: prices or price variations spreading farther from the mean than is considered proper and well-behaved in the good old standard bell curve Pareto's "power law": concentration on extreme values, not on a central one, an alternance of periods of very high / very low prices, returns or volatility. ...
출처: perso.wanadoo.fr/pgreenfinch/bfdef3.htm
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| skewness |
Skewness characterises the degree of asymmetry of a distribution around its mean. Positive skewness indicates a distribution with an asymmetric tail extending towards more positive values. Negative skewness indicates a distribution with an asymmetric tail extending towards more negative values.
출처: www.investinginoptions.com/glossary_S.html
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| skewness |
Refers to the degree of asymmetry in a distribution. Asymmetry often reflects extreme scores in a distribution.
출처: bobhall.tamu.edu/FiniteMath/Module8/Introduction.h...
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| skewness |
This is a reference to the shape of a histogram of tree lengths that can be produced after searching through treespace. Studies of random datasets have shown that the distribution of tree lengths is approximately normal, whereas in general datasets with a reasonable amount of signal have few shortest trees and few trees nearly as short. There is a G-statistic for the skewness of a histrogram.
출처: www.bioinf.org/molsys/glossaryS.html
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| skewness |
Statistical term describing the third central moment about the mean, a measure of asymmetry.
출처: cwest.oregonstate.edu/streamflow/mainpage/Terminol...
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