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
estimating operator | |
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: .
Second central momentum (μ2) is called variance , where is standard deviation.
The third central momentum is characterizing asymmetry of the variance , where is skewness.
See also
Formal science / Mathematics / Statistics / Statistical Metric
Natural Science / System / Model