Index: The Book of Statistical ProofsGeneral TheoremsProbability theoryFurther moments ▷ Third standardized moment is skewness

Theorem: The third standardized moment equals the skewness, i.e.

\[\label{eq:momstand-3rd} \mu_3^{*} = \mathrm{Skew}(X) \; .\]

Proof: The third standardized moment of a random variable $X$ with expected value $\mu$ and standard deviation $\sigma$ is defined as

\[\label{eq:momstand-3rd-def} \mu_3^{*} = \frac{\mathrm{E}[(X-\mu)^3]}{\sigma^3}\]

which is equivalent to the definition of the skewness:

\[\label{eq:momstand-3rd-qed} \mu_3^{*} = \mathrm{Skew}(X) \; .\]
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Metadata: ID: P528 | shortcut: momstand-3rd | author: JoramSoch | date: 2026-02-27, 11:52.