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  2. Skew normal distribution - Wikipedia

    en.wikipedia.org/wiki/Skew_normal_distribution

    The exponentially modified normal distribution is another 3-parameter distribution that is a generalization of the normal distribution to skewed cases. The skew normal still has a normal-like tail in the direction of the skew, with a shorter tail in the other direction; that is, its density is asymptotically proportional to for some positive .

  3. Skewness - Wikipedia

    en.wikipedia.org/wiki/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.

  4. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    Skewness Excess kurtosis ... For the normal distribution, the values less than one standard deviation from the mean account for 68.27% of the set; while two standard ...

  5. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The normal-exponential-gamma distribution; The normal-inverse Gaussian distribution; The Pearson Type IV distribution (see Pearson distributions) The Quantile-parameterized distributions, which are highly shape-flexible and can be parameterized with data using linear least squares. The skew normal distribution

  6. Moment (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Moment_(mathematics)

    A distribution that is skewed to the left (the tail of the distribution is longer on the left) will have a negative skewness. A distribution that is skewed to the right (the tail of the distribution is longer on the right), will have a positive skewness. For distributions that are not too different from the normal distribution, the median will ...

  7. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    The null hypothesis is that the data set is similar to the normal distribution, therefore a sufficiently small p-value indicates non-normal data. Multivariate normality tests include the Cox–Small test [ 32 ] and Smith and Jain's adaptation [ 33 ] of the Friedman–Rafsky test created by Larry Rafsky and Jerome Friedman .

  8. Shape parameter - Wikipedia

    en.wikipedia.org/wiki/Shape_parameter

    Weibull distribution By contrast, the following continuous distributions do not have a shape parameter, so their shape is fixed and only their location or their scale or both can change. It follows that (where they exist) the skewness and kurtosis of these distribution are constants, as skewness and kurtosis are independent of location and ...

  9. Nonparametric skew - Wikipedia

    en.wikipedia.org/wiki/Nonparametric_skew

    In statistics and probability theory, the nonparametric skew is a statistic occasionally used with random variables that take real values. [1] [2] It is a measure of the skewness of a random variable's distribution—that is, the distribution's tendency to "lean" to one side or the other of the mean.