MomentsIfc

interface MomentsIfc(source)

An interface defining the moments of a statistical distribution. It explicitly separates Raw Moments (moments about the origin, zero) from Central Moments (moments about the mean).

Inheritors

Properties

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The 1st raw moment is exactly the mean.

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The 4th central moment, derived from kurtosis.

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The 4th raw moment: E(X^4)

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abstract val kurtosis: Double
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abstract val mean: Double
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The 2nd central moment is exactly the variance.

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The 2nd raw moment: E(X^2) = Var(X) + E(X)^2

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abstract val skewness: Double
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The 3rd central moment, derived from skewness.

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The 3rd raw moment: E(X^3) = E((X-m)^3) + 3m*Var(X) + m^3, where m is the mean

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abstract val variance: Double