central Moment In Logit
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
endpoint Tolerance
how close to zero and one the integration reaches
quantile Of Logit
maps the logit of a cumulative probability to the value of the random variable