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st: Computing medcouple


From   Ronnie Babigumira <rb.glists@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Computing medcouple
Date   Wed, 12 Aug 2009 21:58:57 +0700

Dear Listers
My email has been misbehaving so I apologize if this comes twice (I have checked the archives and the first message never made it to the list)

Vandervieren and Hubert (2004) present what they call a robust measure of skewness using the medcouple

Given a distribution F, medcouple (MC(F)) is defined as

MC(F) = med h(xi,xj) given xi<med<xj

where

- h = 	(xj-m_F)-(m_F-xi)
	-----------------
		xj-xi

- m_F is the median of F

I would like to compute MC but dont know how to even start. Any pointers will be much appreciated.

Ronnie

Reference

Vanderviere, E. & Huber, M. (2004). An adjusted boxplot for skewed distributions. In J. Antoch (Ed.), COMPSTAT2004 Symposium: proceedings in computational statistics (pp. 1933-1940). Heidelberg, Germany: Physica-Verlag.

The paper can be downloaded here http://wis.kuleuven.be/stat/robust/Papers/boxplotCOMPSTAT04.pdf

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