centralMomentByQuadrature

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

endpointTolerance

how close to zero and one the integration reaches

quantileFunction

maps a cumulative probability to the value of the random variable