Page tree

@wikipedia


A set of statistical metrics, characterizing the deviation of a given numerical dataset x = \{ x_1, \, x_2, \, x_3 , ... x_N \} from its Mean Value  \mu(x) :

\mu_n = E[ ( x - \mu)^n ] = \frac{1}{N} \sum_{i=1}^N (x_i - \mu)^n

where 

N

E

n


The common assumption is that zero-th central momentum is unit-value:  \mu_0 \equiv 1.

By definition the first central momentum is always zero:  \mu_1 \equiv 0.

The second central momentum (μ2) is also called variance \mu_2 = \sigma^2, where  \sigma is standard deviation.

The third central momentum is characterizing asymmetry of the  dataset distribution \mu_3 = \bar \mu_3 \cdot \sigma^3, where  \bar \mu_3 is skewness.


See also


Formal science / Mathematics / Statistics / Statistical Metric 

  • No labels