Home » Code » Computing skewness and kurtosis in one pass

Computing skewness and kurtosis in one pass

John Cook, Computing skewness and kurtosis on one pass, here.

The code is an extension of the method of Knuth and Welford for computing standard deviation in one pass through the data. It computes skewness and kurtosis as well with a similar interface. In addition to only requiring one pass through the data, the algorithm is numerically stable and accurate.

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