Skewness – Definition, Types & How to calculate It

14.01.23 Hypothesis testing assumptions Time to read: 5min

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When taking a statistics course, you’ll come across the term skewness, which is vital in calculations and real-life applications. This article discusses the three types of skewness, the frequently asked questions (FAQs) regarding the topic, and dealing with skewed data.

Skewness – In a Nutshell

You can quantify skewness as a representation of the degree to which a data set may be asymmetrical on either side of the bell curve. This statistical measure enables you to predict investment returns depending on the distribution. This is because calculating skewness allows you to accomplish the following:

  • Show a variable’s distribution compared to other descriptive statistics
  • Understand if a variable has a normal distribution
  • Determine the risk associated with the skewed data

Definition: Skewness

Skewness is a distortion, bend, or asymmetry that moves away from a data set’s normal distribution or the symmetrical bell curve. This deviation may shift to the left or right of the symmetrical bell curve. Generally, the skew of a normal distribution is zero because it’s symmetrical on either side.

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Types of skewness

Skewness impacts the string or tail of data points away from the median. The three types of skewness include positive, zero, and negative, as explained below:

Zero skew

Normal distributions usually have zero skew values because the left and right sides are symmetrical. Other symmetrical distributions with a zero skew include some bimodal (two-peak) and uniform distributions.1

The easiest way to know if variables are symmetrical is by using a histogram. If the distributions on both sides of the histogram are balanced, they have a zero skew. Additionally, a zero-skew distribution has an equal mean and median.

Zero skews: mean = median

Note that real-world data rarely have exact equal mean and median. However, if the median and mean are close to being asymmetrical, they have usually considered zero skews, for instance, a mean of 261.5g and a median of 285g.

Skewness zero skew

Right skew (positive skew)

A right-skewed distribution or a positive skew has a longer tail on its right side. The mean of right-skewed data sets is greater than the corresponding median. This is because extreme values impact the mean more than the median.

Skewness right skew

Left skew (negative skew)

A left-skewed distribution or a negative skew has a longer tail on its left side. Here, the mean is almost always lesser than the median.

Skewness left skew

How to calculate skewness

Pearson’s formula is the standard formula used to calculate skewness. This formula uses the theory that the mean and median in a skewed distribution are unequal, and it’s explained as follows:

Pearson’s median skewness: 3× (mean-median)/standard deviation

This formula is essential for understanding the standard deviation values that separate the mean and median. In real-life observations, Pearson’s median skewness rarely has an exact score of zero. If your data results in a zero-skew score, consider it a zero-skew.

No standard convention counts as “close enough” to zero. However, some scholars concur that values of -0.4 and 0.4 are a reasonable cutoff for larger samples.

Example: calculations through Pearson’s formula

Pearson’s median skewness of the number of students with high performance in a given semester.

Mean: 48.6
Median: 39
Standard deviation: 39.5


Pearson’s median skewness =
3× (mean-median)/standard deviation =
3× (48.6-39)/39.5
Pearson’s median skewness = 0.73

Skewness in data

Most statistical procedures assume that residuals or variables are normally distributed. You can use a skew to check whether your variables are appropriate for your statistical approach. You have the following three choices if you want a normal distribution, but you have skewed data:

  • Find a different method: Find other methods like non-parametric tests that don’t assume a normal distribution.2
  • Ignore the skew: Since tests like ANOVA, linear regression, and t-tests aren’t sensitive to skew, it would be best to ignore the skew in other circumstances.3
  • Do a variable transformation: Transform the skew by applying the same function to the other observations of the variables.

Transformations based on the skew type

You can use the following transformations based on the skew type:

Type of skew Intensity of skew Transformation
Right Mild Don't transform
Moderate Square root
Strong Natural log
Very strong Log base 10
Left Mild Don't transform
Moderate Reflect* square root
Strong Reflect* then natural log
Very strong Reflect* then log base 10

*From the above context, the term “reflect” means you should take the greatest observation, K, before subtracting each observation from K+1. It would be best if you remembered that this observation changes the direction of variables and any relationship it has with other variables; for instance, negative relationships become positive.

Example: Right-skewed variable transformation

You decide to perform a linear regression to predict the yearly number of sunspots. However, the results show that the data is not normally distributed. You discern that the sunspots observed yearly are right-skewed; hence, you can address this issue through a transformation.

You have another option, ignoring the skew because linear regression is not sensitive to skew. The first step is using a square root transformation. If this change isn’t enough, move to the next transformation step, as the table below shows:

Number of sunspots per year Sqrt (number of sunspots per year)
23 4796
16 4000
5 2,236

The next step is placing your results in a histogram. If the skew is close to zero, replace the number of sunspots observed yearly with the transformed variables. Since the skew is near zero, likely, the linear regression is now normally distributed.

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A value of between 0.5 and 1 or -0.5 and -1 means that you have a moderately skewed distribution. On the other hand, a highly uneven distribution has a skew value less than -1 or greater than 1.

Skewness shows you how much a variable differs from the normal distribution. In the real world, it’s beneficial in measuring performance and investment returns.

Any distribution with a negative skew is often less than zero and appears on the left side of the symmetric distribution.

Both these variables measure a distribution’s shape. Skewness measures a distribution’s asymmetry, while kurtosis measures how heavy a distribution’s tail is relative to the normal distribution.


1 uconn. “Methods in Bimodal Bilingualism Research: Experimental Studies.” Accessed on November, 24, 2022.

2 Boston University School of Public Health. “Nonparametric Tests.” Accessed on November, 24, 2022.

3 uconn. “t Test.” Accessed on November, 24, 2022.