A set of statistical metrics, characterizing the deviation of a given numerical dataset
A set of statistical metrics, characterizing the deviation of a given numerical dataset from its Mean Value
:
\mu_n = E[ ( x - \mu)^n ] = \frac{1}{N} \sum_{i=1}^N (x_i - \mu)^n |
where
order of central momentum |
The common assumption is that zero-th central momentum is unit-value: .
By definition the first central momentum is always zero: .
The second central momentum (μ2) is also called variance , where
is standard deviation.
The third central momentum is characterizing asymmetry of the dataset distribution , where
is skewness.
See also
Formal science / Mathematics / Statistics / Statistical Metric