centralMomentInLogit

fun centralMomentInLogit(j: Int, mean: Double, endpointTolerance: Double = DEFAULT_ENDPOINT_TOLERANCE, quantileOfLogit: (Double) -> Double): Double(source)

The j-th moment about the supplied mean, for a quantile function parameterized by the logit of the cumulative probability. See the companion function for why this is preferred when the tails matter.

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

quantileOfLogit

maps the logit of a cumulative probability to the value of the random variable