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Introduction. In a test, I would like to use both the Fisher's moment coefficient of skewness (Joanes, 1998) $g_{\text{Fisher}} = \frac{m_3}{{m_2}^{3/2}} = \frac{\frac{1}{n}\sum_i (x_i - \overline{x})^{3}}{\left(\frac{1}{n}\sum_i (x_i - \overline{x})^{2} \right)^{3/2}}$ and the Bowley’s coefficient of skewness (Ekström & Jammalamadaka, 2012), $g_{\text{Bowley}}=\frac{Q_{0.75} + Q_{0.25} - 2 \times Q_{0.5}}{Q_{0.75} - Q_{0.25}}$ (which is bounded $[-1,1]$).

Question. I found that the rule of thumb to understand the outcome of the Fisher's moment coefficient of skewness is the following (Normality Testing - Skewness and Kurtosis, likely coming from Bulmer, 1979, Principles of Statistics, Chapter 4 Descriptive properties of distributions, on Page 63):

  • If skewness is less than -1 or greater than 1, the distribution is highly skewed.
  • If skewness is between -1 and -0.5 or between 0.5 and 1, the distribution is moderately skewed.
  • If skewness is between -0.5 and 0.5, the distribution is approximately symmetric.

However, I did not find any reference reporting such a rule of thumb for the Bowley’s coefficient of skewness (e.g. research on Web of Science, by using "Bowley" and "skewness" as key words). Do you know a reference about a rule of thumb for understanding the Bowley’s coefficient of skewness (similar to that one above mentioned for the Fisher's one)?

Ommo
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    These bullet points aren't really a "rule of thumb:" they are merely suggestions of possible qualitative descriptions. They are essentially meaningless in themselves, but if adopted uniformly within a community they might be used for rough communication. – whuber Dec 04 '23 at 14:11
  • Bowley's coefficient is one point on a (standardized version) of a plot used in EDA for assessing skewness, as discussed in Tukey's work and the work of the EDA/robust stats community in the 1970's and 1980's. See my post on this topic at https://stats.stackexchange.com/a/96684/919, which illustrates one way (out of several related ways) to use this idea successfully. – whuber Dec 04 '23 at 14:14
  • Thanks for your contribution on the Tukey's generalized approach. – Ommo Dec 04 '23 at 14:46
  • It looks like an answer from https://stats.stackexchange.com/users/686/peter-flom disappeared (and my comment to his reply as well).. Why? – Ommo Dec 04 '23 at 14:48
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    Sometimes people delete answers altogether, for various reasons including wishing to develop them further without accumulating comments based on preliminary versions. When a person deletes their own post, all comments to that post are also deleted. People with sufficient reputation can view deleted posts (and their comments). Because your comment contains added information, I will copy its contents to a comment just below so you can access it. – whuber Dec 04 '23 at 15:44
  • "Thanks a lot @Peter Flom.. by following your comments, I found other references, but still referring to the Fisher's moment (or at least, it looks like they refer to the Fisher's moment).. In https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3591587/ I found: (i) "West et al. (1996) proposed a reference of substantial departure from normality as an absolute skew value > 2" and (ii) "West et al. (1996) proposed a reference of substantial departure from normality as an absolute kurtosis (proper) value > 7"....but nothing relevant about the Bowley's coefficient..." -- Ommo – whuber Dec 04 '23 at 15:44
  • Thanks for letting me know.. I did not know this feature of stackoverflow (about the deletion of answers).. However, I think his reply was nice and I was doing further research before any acceptance – Ommo Dec 04 '23 at 15:54
  • I would guess (but am not sure) that the deletion might have been a response to my comment that the answer concerned Normality rather than the skewness and symmetry you have asked about. – whuber Dec 04 '23 at 15:56
  • Ok, it might be - My question is indeed related to the (a)symmetry of a distribution. – Ommo Dec 04 '23 at 16:00
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    What are you testing, what are you hoping to accomplish by using both statistics, and how is that related to interpreting these qualitative characterizations of Bowley's coefficient? – whuber Dec 04 '23 at 16:17
  • Just pure curiosity – Ommo Dec 04 '23 at 21:01

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