VoseRawMoment2 | Vose Software

VoseRawMoment2

See also: VoseRawMoments

VoseRawMoment2(Distribution)

 

 

 

Returns the second raw moment of a distribution.

The second raw moment, also known as the second moment about zero is defined as

for continuous distributions, and

for discrete distributions. Use VoseRawMoments to return the first four raw moments of a distribution all together.

The raw moments (or 'moments about zero') are defined for as

,

and the central moments (or 'moments about the mean') for are defined as:

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:

 

Navigation