Reading the skewness value
- About 0: roughly symmetric; mean and median are close.
- Positive (right-skewed): a long tail of large values pulls the mean above the median, as with incomes or reaction times.
- Negative (left-skewed): a tail of small values, as with scores on an easy test.
A common rule of thumb (Bulmer, Principles of Statistics) treats |skewness| below 0.5 as fairly symmetric, 0.5 to 1 as moderately skewed and above 1 as highly skewed. With small samples the estimate is noisy, so treat the verdict as a guide.
Reading excess kurtosis
Kurtosis compares the weight in the tails with a normal distribution. Excess kurtosis subtracts 3 so that a normal distribution scores 0. Positive values mean more extreme values than a normal curve would produce (heavy tails); negative values mean fewer (light tails, a flatter shape like the uniform distribution, whose excess kurtosis is −1.2). It is a statement about tails and outliers, not about how “peaked” the middle looks.
Frequently asked questions
Does this match Excel and Google Sheets?
Yes. Skewness uses the adjusted Fisher–Pearson formula behind SKEW(), and excess kurtosis the formula behind KURT(). Some software (and population formulas) give slightly different values for small samples.
How many values do I need?
At least 3 for skewness and 4 for kurtosis, and the values must not all be equal. For a stable estimate you want dozens.
Is the data normal if skewness is 0?
Not necessarily. Zero skewness only means symmetric. Check kurtosis and a plot as well; a formal test such as Shapiro–Wilk is better for normality.