# Exploring Skewness for Odd-Exponent Transformations of Symmetric Distributions

Thanks to a question on Quora, I’ve had the chance to explore the skewness of samples from symmetric distributions, prior to and after odd exponent transformations such as $y = x^3$. While the answer is posted there, I’d like to explore related odd transformations here and their effect on the skewness. A simple experiment below reveals the impact of non-trivial means on the skewness for data under a cube transformation.

### Cube Transformations for Non-Trivial Means

x1 <- rnorm(10^4, 100, 10)
y1 <- x1^3
hist(x1, breaks = 200, col = "light blue", main = "x1; Mean = 100, s.d. = 10")
hist(y1, breaks = 200, col = "light green", main = "y1 = x1^3")


From here it is apparent that positive values lead to ever-increasing skewness in the transformed data. Significant negative means produce the following result:

### Odd-Power Transformations

Next, we explore how the skewness varies with increased exponents, for similar samples.

# Exploring skewness in symmetric distributions
# For mappings of random variablex -> x^3
# Non-trivial negative values of mean

library(e1071)
data <- data.frame()

for (mu in seq(0, 10^3, 1)){
x <- rnorm(10^4, mu, 10)
y <- x^3
y1 <- x^5
y2 <- x^7
y3 <- x^9
data <- rbind(data, c(mu, skewness(x), skewness(y),
skewness(y1), skewness(y2), skewness(y3)))

}

colnames(data) <- c("mu", "skew_x", "skew_x3", "skew_x5", "skew_x7", "skew_x9") # Plotting x -> x^5
plot(skew_x ~ skew_x3, data = data,
main = "Skewness(x) vs. Skewness(y = x^3)",
sub = "Nontrivial positive values of mean",
col = "dark blue",
pch = "*",
xlim = c(-1, 40)
)
abline(h = 0, v = 0, col= "red")

# Plotting x -> x^5
plot(skew_x ~ skew_x5, data = data,
main = "Skewness(x) vs. Skewness(y = x^5)",
sub = "Nontrivial positive values of mean",
col = "dark green",
pch = "*",
xlim = c(-1, 40)
)
abline(h = 0, v = 0, col= "red")

# Plotting x -> x^7
plot(skew_x ~ skew_x7, data = data,
main = "Skewness(x) vs. Skewness(y = x^7)",
sub = "Nontrivial positive values of mean",
col = "dark red",
pch = "*",
xlim = c(-1, 40)
)
abline(h = 0, v = 0, col= "red")

#Plotting x -> x^9
plot(skew_x ~ skew_x9, data = data,
main = "Skewness(x) vs. Skewness(y = x^9)",
sub = "Nontrivial positive values of mean",
col = "purple",
pch = "*",
xlim = c(-1, 40)
)
abline(h = 0, v = 0, col= "red")



These patterns are what are called fat tailed distributions, which are common in complex systems. Given that skewness is defined as the third standard moment, $E [( {\frac{x-\mu}{\sigma}} )^3 ]$, it is understandable that this behaviour exists when we have higher values of $\mu$. However, I wonder if this is the exact reason, or if there are deeper technical and statistical reasons behind this pattern. For one thing, you’d expect that x increases proportionally with as $\mu$ for symmetric distributions. Further, do non-trivial values of $\sigma$ affect the occurrence of such fat tails? If you happen to know, please comment, I’d love to know more.

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