raw
fun rawMomentByQuadrature(j: Int, endpointTolerance: Double = DEFAULT_ENDPOINT_TOLERANCE, quantileFunction: (Double) -> Double): Double(source)
The j-th moment about the origin of a distribution described by the supplied quantile function, computed as the integral of the j-th power of that function over the unit interval.
Parameters
j
the order of the moment, which must be at least one
endpoint
how close to zero and one the integration reaches
quantile
maps a cumulative probability to the value of the random variable