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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Coskewness ： ウィキペディア英語版 Coskewness In probability theory and statistics, coskewness is a measure of how much two random variables change together. Coskewness is the third standardized cross central moment, related to skewness as covariance is related to variance. In 1976, Krauss and Litzenberger used it to examine risk in stock market investments. The application to risk was extended by Harvey and Siddique in 2000. If two random variables exhibit positive coskewness they will tend to undergo extreme positive deviations at the same time. Similarly, if two random variables exhibit negative coskewness they will tend to undergo extreme negative deviations at the same time. == Definition == For two random variables ''X'' and ''Y'' there are two non-trivial coskewness statistics: : $$ S(X,X,Y) = \frac and : $$ S(X,Y,Y) = \frac where E() is the expected value of ''X'', also known as the mean of ''X'', and $\backslash sigma\_X$ is the standard deviation of ''X''. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Coskewness」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.