Question: Explain why quantile-based measures such as the IQR and Bowley's skewness coefficient are less affected by heavy-tailed distributions than are moment-based measures such as the

Explain why quantile-based measures such as the IQR and Bowley's skewness coefficient are less affected by heavy-tailed distributions than are moment-based measures such as the standard deviation or the ordinary measure of skewness (Pearson's).

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