central Moment By Quadrature
fun centralMomentByQuadrature(j: Int, mean: Double, endpointTolerance: Double = DEFAULT_ENDPOINT_TOLERANCE, quantileFunction: (Double) -> Double): Double(source)
The j-th moment about the supplied mean of a distribution described by the supplied quantile function.
Parameters
j
the order of the moment, which must be at least two
mean
the mean to take the moment about
endpoint Tolerance
how close to zero and one the integration reaches
quantile Function
maps a cumulative probability to the value of the random variable