VoseRawMoments

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See also: VoseRawMoment1, VoseRawMoment2, VoseRawMoment3, VoseRawMoment4, VoseMoments

VoseRawMoments(Distribution)image1094.gif

 

 

 

Array function that returns the first four raw moments of a distribution.

The output array should be either 4x1 or 1x4 in which case the values of the raw moments will be returned, or 4x2 or 2x4 in which case labels will be included.

The raw moments (or 'moments about zero') image550.gif of a distribution  are defined as

image551.gif,

for continuous distributions with PDF f(x) and

image565.gif

for discrete distributions with PMF pi.

The central moments (or 'moments about the mean') image553.gif for image552.gif are defined as:

image554.gif

with analogue definitions for discrete variables. The lower central moments are directly related to the variance, skewness and kurtosis. The second, third and fourth central moments can be expressed in terms of the raw moments as follows:

image566.gif