Kelly’s Coefficient of Skewness Calculator

Use this unified calculator to find Kelly’s coefficient of skewness for both ungrouped (raw) data and grouped (frequency distribution) data. Measure distribution asymmetry using deciles (10th and 90th percentiles).

Quick Start

Choose your data type, enter your values, and click Calculate:

Kelly's Coefficient of Skewness Calculator
Data Type Ungrouped (Raw Data) Grouped (Frequency Distribution)
Enter the X Values (Separated by comma,)
Type of Frequency Distribution DiscreteContinuous
Enter the Classes for X (Separated by comma,)
Enter the frequencies (f) (Separated by comma,)
Results
Number of Observations (N):
Ascending order of X values:
First Decile (D₁):
Median (D₅):
Ninth Decile (D₉):
Kelly's Coefficient of Skewness:

Understanding Kelly’s Coefficient of Skewness

Kelly’s coefficient is a decile-based measure of skewness that:

  • Uses extreme deciles (D₁ and D₉) plus the median (D₅)
  • Ranges from -1 to +1
  • Focuses on the tail behavior of the distribution
  • More sensitive to extreme values than Bowley’s
  • Useful for understanding data behavior in the extreme percentiles

Key Difference from Bowley’s

  • Bowley’s: Uses Q₁, Q₂, Q₃ (focuses on middle 50% of data)
  • Kelly’s: Uses D₁, D₅, D₉ (focuses on tail behavior from 10th to 90th percentile)

Interpretation Scale

Kelly’s Coefficient Distribution Shape Interpretation
0 Perfectly symmetric No skewness; symmetric tails
Between -0.5 and 0.5 Approximately symmetric Mild skewness; relatively balanced
< -0.5 Negatively skewed (left) Left tail extends further
> 0.5 Positively skewed (right) Right tail extends further

How to Use This Calculator

For Ungrouped (Raw) Data

Step 1: Select “Ungrouped (Raw Data)” as your data type

Step 2: Enter your data values separated by commas (e.g., 10, 15, 20, 25, 30)

Step 3: Click “Calculate”

Results will show:

  • Number of observations (N)
  • Sorted values in ascending order
  • First decile (D₁ = 10th percentile)
  • Median (D₅ = 50th percentile)
  • Ninth decile (D₉ = 90th percentile)
  • Kelly’s coefficient of skewness

For Grouped (Frequency Distribution) Data

Step 1: Select “Grouped (Frequency Distribution)” as your data type

Step 2: Choose frequency distribution type:

  • Discrete: For individual values
  • Continuous: For class intervals

Step 3: Enter class values or intervals and frequencies

Step 4: Click “Calculate”

Results will show:

  • All five calculated values

Formula

Kelly’s Coefficient of Skewness

$$S_k = \frac{D_9 + D_1 - 2 \times D_5}{D_9 - D_1}$$

Where:

  • $D_1$ = First decile (10th percentile)
  • $D_5$ = Fifth decile = Median (50th percentile)
  • $D_9$ = Ninth decile (90th percentile)

Understanding the Formula

  • Numerator: $(D_9 + D_1 - 2D_5)$ measures deviation of median from the midpoint of D₁ and D₉
  • Denominator: $(D_9 - D_1)$ is the range excluding first 10% and last 10%, normalizing to -1 to +1 scale

Why Kelly’s Coefficient?

Advantages:

  • ✅ Focuses on 80% of data (D₁ to D₉), ignoring extreme outliers
  • ✅ Better captures tail behavior than Bowley’s
  • ✅ More stable for very skewed distributions
  • ✅ Uses deciles which are common in practice
  • ✅ Ranges from -1 to +1 for easy interpretation

Disadvantages:

  • ❌ Ignores extreme values (which might be important)
  • ❌ Less well-known than Pearson’s or moment coefficients
  • ❌ Still ignores some distribution information

Worked Examples

Example 1: Ungrouped Data - Symmetric Distribution

Data: Values: 10, 20, 30, 40, 50, 60, 70, 80, 90, 100

Find Kelly’s coefficient of skewness.

Solution:

Step 1: Arrange data (already sorted)

Step 2: Find deciles

With N = 10:

  • D₁ position = (1×11)/10 = 1.1 → Between 1st and 2nd values

    • D₁ = 10 + 0.1(20-10) = 11
  • D₅ position = (5×11)/10 = 5.5 → Between 5th and 6th values

    • D₅ = 50 + 0.5(60-50) = 55
  • D₉ position = (9×11)/10 = 9.9 → Between 9th and 10th values

    • D₉ = 90 + 0.9(100-90) = 99

Step 3: Calculate Kelly’s coefficient

$$S_k = \frac{99 + 11 - 2(55)}{99 - 11} = \frac{110 - 110}{88} = 0$$

Answer: Sk = 0

Interpretation: Distribution is perfectly symmetric; the tails are equally balanced.


Example 2: Ungrouped Data - Right-Skewed Distribution

Data: Income (thousands): 20, 22, 24, 26, 28, 30, 32, 35, 40, 100

Find Kelly’s coefficient of skewness.

Solution:

Step 1: Data is sorted

Step 2: Find deciles

With N = 10:

  • D₁ = 20 + 0.1(22-20) = 20.2

  • D₅ = 28 + 0.5(30-28) = 29

  • D₉ = 40 + 0.9(100-40) = 94

Step 3: Calculate Kelly’s coefficient

$$S_k = \frac{94 + 20.2 - 2(29)}{94 - 20.2} = \frac{114.2 - 58}{73.8} = \frac{56.2}{73.8} = 0.761$$

Answer: Sk ≈ 0.761

Interpretation: Strong positive skewness; the right tail (higher values) extends significantly, especially the extreme value of 100. Distribution is considerably right-skewed.


Example 3: Grouped Data (Discrete) - Income Distribution

Problem: Income distribution for 100 employees (in $1000s). Find Kelly’s coefficient of skewness.

Income 20 30 40 50 60 70 80
Frequency 5 10 15 30 20 12 8

Solution:

Step 1: Calculate cumulative frequencies

Income Frequency Cumulative
20 5 5
30 10 15
40 15 30
50 30 60
60 20 80
70 12 92
80 8 100

Step 2: Find D₁ (10th percentile)

Position = (1×100)/10 = 10

  • Cumulative ≥ 10 is 15 → D₁ = 30

Step 3: Find D₅ (Median)

Position = (5×100)/10 = 50

  • Cumulative ≥ 50 is 60 → D₅ = 50

Step 4: Find D₉ (90th percentile)

Position = (9×100)/10 = 90

  • Cumulative ≥ 90 is 92 → D₉ = 70

Step 5: Calculate Kelly’s coefficient

$$S_k = \frac{70 + 30 - 2(50)}{70 - 30} = \frac{100 - 100}{40} = 0$$

Answer: Sk = 0

Interpretation: Despite the distribution shape, Kelly’s coefficient indicates symmetric tail behavior around the median. The 90% central range is symmetric.


Example 4: Grouped Data (Continuous) - Age Distribution

Problem: Age distribution of 80 customers. Find Kelly’s coefficient of skewness.

Age Group 20-30 30-40 40-50 50-60 60-70
Frequency 5 15 30 20 10

Solution:

Step 1: Create cumulative frequency table

Class Boundaries Frequency Cumulative
20-30 19.5-29.5 5 5
30-40 29.5-39.5 15 20
40-50 39.5-49.5 30 50
50-60 49.5-59.5 20 70
60-70 59.5-69.5 10 80

Step 2: Find D₁

Position = (1×80)/10 = 8

  • Cumulative ≥ 8 is 20 (class 30-40)
  • l = 29.5, F< = 5, f = 15, h = 10

$$D_1 = 29.5 + \left(\frac{8-5}{15}\right) \times 10 = 29.5 + 2 = 31.5$$

Step 3: Find D₅ (Median)

Position = (5×80)/10 = 40

  • Cumulative ≥ 40 is 50 (class 40-50)
  • l = 39.5, F< = 20, f = 30, h = 10

$$D_5 = 39.5 + \left(\frac{40-20}{30}\right) \times 10 = 39.5 + 6.67 = 46.17$$

Step 4: Find D₉

Position = (9×80)/10 = 72

  • Cumulative ≥ 72 is 80 (class 60-70)
  • l = 59.5, F< = 70, f = 10, h = 10

$$D_9 = 59.5 + \left(\frac{72-70}{10}\right) \times 10 = 59.5 + 2 = 61.5$$

Step 5: Calculate Kelly’s coefficient

$$S_k = \frac{61.5 + 31.5 - 2(46.17)}{61.5 - 31.5} = \frac{93 - 92.34}{30} = \frac{0.66}{30} = 0.022$$

Answer: Sk ≈ 0.022

Interpretation: Distribution is nearly perfectly symmetric; Kelly’s coefficient shows almost no skewness in the tail regions.


Comparison: Kelly’s vs Other Skewness Measures

Measure Formula Basis Range Focus When to Use
Kelly’s Deciles (D₁, D₅, D₉) -1 to +1 Outer 80% Tail behavior
Bowley’s Quartiles (Q₁, Q₂, Q₃) -1 to +1 Middle 50% Central tendency
Pearson’s Mean, Median, SD -3 to +3 All data Standard measure
Moment All deviations -2 to +2 Complete Detailed analysis

Key Differences: Ungrouped vs. Grouped Data

Aspect Ungrouped Data Grouped Data
Data Format Individual raw values Classes with frequencies
Decile Calculation Position-based interpolation Class-based formula
Outlier Effect Directly included Smoothed by grouping
Extreme Values Can dominate deciles Less impact
Accuracy Exact from raw data Approximate from classes

Common Mistakes to Avoid

WRONG: Confusing Kelly’s with Bowley’s coefficient ✓ RIGHT: Kelly’s uses D₁, D₅, D₉; Bowley’s uses Q₁, Q₂, Q₃

WRONG: Forgetting to sort data before finding deciles (ungrouped) ✓ RIGHT: Always sort in ascending order first

WRONG: Using Kelly’s when Bowley’s is more appropriate (and vice versa) ✓ RIGHT: Choose based on focus: tails (Kelly’s) vs. center (Bowley’s)

WRONG: Assuming Sk = 0 means no variation ✓ RIGHT: Sk = 0 means symmetric tail distribution; variation still exists


Visual Interpretation

Symmetric Distribution (Sk ≈ 0)

  • D₉ - D₅ ≈ D₅ - D₁
  • Outer 80% is evenly distributed

Right-Skewed (Sk > 0)

  • D₉ - D₅ > D₅ - D₁
  • Right tail (90th percentile region) extends further

Left-Skewed (Sk < 0)

  • D₅ - D₁ > D₉ - D₅
  • Left tail (10th percentile region) extends further

Explore other skewness measures:

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