How can I make a Monte Carlo estimate for skewness (by using a sample size of n=500 with 500 repetitions?)

May I ask how can I make a Monte Carlo estimate for skewness (by using a sample size of n=500 with 500 repetitions?)

Also, how can I get 5th percetiles of the skewness estimates by using this?

Answer 1

[Image Analyst]

Just generate sample values from your distribution and call skewness if you have the Statistics and Machine Learning Toolbox. Otherwise you can use the formula you can find online, like in Wikipedia. What formula are you using to describe your probability distribution?