@wikipedia
A set of statistical metrics, characterizing the deviation of a given numerical dataset LaTeX Math Inline |
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body | --uriencoded--x = \%7B x_1, \, x_2, \, x_3 , ... x_N \%7D |
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from its Mean Value :
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\mu_n = E[ ( x - \mu)^n ] = \frac{1}{N} \sum_{i=1}^N (x_i - \mu)^n |
where
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 is called variance
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body | --uriencoded--\mu_2 = \sigma%5e2 |
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, where
is standard deviation.
The third central momentum is characterizing asymmetry of the variance
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body | --uriencoded--\mu_3 = \bar \mu_3 \cdot \sigma%5e3 |
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, where
is skewness.
See also
Formal science / Mathematics / Statistics / Statistical Metric
Natural Science / System / Model