STATISTICS:dispersion_and_skewness
If w is the weight vector, and x is the data vector, with length N.
The variance is v = sum(w[i]*(x[i]-<x>)^2)/W*N/(N-1) where W = sum(w[i])
and <x> = sum(w[i]*x[i])/W is the weighted mean. By default w[i] = 1 for
all i, so in the unweighted case, W = N, <x> = sum(x[i])/N, and
v = sum((x[i]-<x>)^2)/(N-1).
The standard deviation is just the square root of the variance.
Suppose w is the weight vector, and x is the data vector, with length N.
The average deviation, or mean deviation, ad = sum(w[i]*|x[i]-<x>|)/W
where W = sum(w[i]) and and <x> = sum(w[i]*x[i])/W is the weighted mean.
By default w[i] = 1 for all i, so in the unweighted case, W = N, and
ad = sum(|x[i]-<x>|)/N.
The skewness is the third moment about the mean divided by the cube of
the standard deviation. It characterizes the degree of asymmetry of a
distribution around its mean. The skewness is nondimensional. It is a
pure number that characterizes only the shape of the distribution. A
positive value of skewness signifies a distribution with an asymmetric
tail extending out towards more positive x; a negative value signifies a
distribution whose tail extends out towards more negative x.
The kurtosis is the fourth moment about the mean divided by the square
of the variance. It is a nondimensional quantity which measures the
relative "peakedness" or flatness of a distribution, relative to a
normal distribution. A distribution with positive kurtosis is called
leptokurtic; a distribution with negative kurtosis is called
platykurtic. An in-between distribution is called mesokurtic.