Skewness and asymmetry: Measures and orderings (Q1083140)

The paper introduces a skewness structure that can be used for comparisons of different distributions as well as for self-comparisons for a single distribution. This structure identifies the roles of skewness measures and partial orderings used in those contexts providing a hierarchy and enabling classification of the skewness properties of a distribution. Using this structure to describe the skewness of an asymmetric distribution leads to the definition of some measures of asymmetry. The various aspects of the structure are illustrated on the Weibull family of distributions.