#!/usr/bin/env awk -f # # @license Apache-2.0 # # Copyright (c) 2017 The Stdlib Authors. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # Computes the corrected sample skewness. # # Usage: skewness # # Input: # - a column of numbers # # Output: # - corrected sample skewness # # References: # - Joanes, D. N., and C. A. Gill. 1998. "Comparing measures of sample skewness and kurtosis." *Journal of the Royal Statistical Society: Series D (The Statistician)* 47 (1). Blackwell Publishers Ltd: 183–89. doi:[10.1111/1467-9884.00122](http://dx.doi.org/10.1111/1467-9884.00122). BEGIN { deltaN = 0 delta = 0 term1 = 0 mean = 0 M2 = 0 M3 = 0 g1 = 0 N = 0 } { N += 1 delta = $1 - mean deltaN = delta / N term1 = delta * deltaN * (N-1) M3 += term1*deltaN*(N-2) - 3*deltaN*M2 M2 += term1 mean += deltaN } END { if (N < 3) { print "" } else { g1 = sqrt(N)*M3 / (M2*sqrt(M2)) print sqrt(N*(N-1)) * g1 / (N-2) } }