Statistics
CentralMoment
compute the central moments
Calling Sequence
Parameters
Description
Computation
Data Set Options
Random Variable Options
Examples
References
Compatibility
CentralMoment(A, n, ds_options)
CentralMoment(M, n, ds_options)
CentralMoment(X, n, rv_options)
A
-
data sample
M
Matrix data set
X
algebraic; random variable or distribution
n
algebraic; order
ds_options
(optional) equation(s) of the form option=value where option is one of ignore, or weights; specify options for computing the central moment of a data set
rv_options
(optional) equation of the form numeric=value; specifies options for computing the central moment of a random variable
The CentralMoment function computes the central moment of order n of the specified random variable or data set.
The first parameter can be a data set (e.g., a Vector), a Matrix data set, a distribution (see Statistics[Distribution]), a random variable, or an algebraic expression involving random variables (see Statistics[RandomVariable]).
The second parameter, n, can be any Maple expression.
All computations involving data are performed in floating-point; therefore, all data provided must have type realcons and all returned solutions are floating-point, even if the problem is specified with exact values.
By default, all computations involving random variables are performed symbolically (see option numeric below).
For more information about computation in the Statistics package, see the Statistics[Computation] help page.
The ds_options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[DescriptiveStatistics] help page.
ignore=truefalse -- This option controls how missing data is handled by the CentralMoment command. Missing items are represented by undefined or Float(undefined). So, if ignore=false and A contains missing data, the CentralMoment command will return undefined. If ignore=true all missing items in A will be ignored. The default value is false.
weights=Vector -- Data weights. The number of elements in the weights array must be equal to the number of elements in the original data sample. By default all elements in A are assigned weight 1.
The rv_options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[RandomVariables] help page.
numeric=truefalse -- By default, the central moment is computed symbolically. To compute the central moment numerically, specify the numeric or numeric = true option.
with⁡Statistics:
Compute the third central moment of the beta distribution with parameters 3 and 5.
CentralMoment⁡Β⁡3,5,3
1768
CentralMoment⁡Β⁡3,5,3,numeric
0.001302083333
Generate a random sample of size 100000 drawn from the above distribution and compute the third central moment.
A≔Sample⁡Β⁡3,5,105:
CentralMoment⁡A,3
0.00134022023133361
Compute the standard error of the fourth central moment for the normal distribution with parameters 5 and 2.
X≔RandomVariable⁡Normal⁡5,2:
B≔Sample⁡X,106:
CentralMoment⁡B,4,StandardError⁡CentralMoment,B,4
48.0775651884354,0.158051691104348302
Create a beta-distributed random variable Y and compute the third central moment of 1Y+2.
Y≔RandomVariable⁡Β⁡5,2:
CentralMoment⁡1Y+2,3,numeric
0.00001053304160
Verify this using simulation.
C≔Sample⁡1Y+2,105:
CentralMoment⁡C,3
0.0000106403819721152
Compute the average central moment of a weighted data set.
V≔seq⁡i,i=57..77,undefined:
W≔2,4,14,41,83,169,394,669,990,1223,1329,1230,1063,646,392,202,79,32,16,5,2,5:
CentralMoment⁡V,4,weights=W
Float⁡undefined
CentralMoment⁡V,4,weights=W,ignore=true
137.689183427122
Consider the following Matrix data set.
M≔Matrix⁡3,1130,114694,4,1527,127368,3,907,88464,2,878,96484,4,995,128007
M≔31130114694415271273683907884642878964844995128007
We compute the third central moment of each column.
CentralMoment⁡M,3
−0.1440000000000001.38374995680000×107−1.03252293646843×1012
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
The M parameter was introduced in Maple 16.
For more information on Maple 16 changes, see Updates in Maple 16.
See Also
Statistics[Computation]
Statistics[DescriptiveStatistics]
Statistics[Distributions]
Statistics[ExpectedValue]
Statistics[RandomVariables]
Statistics[StandardError]
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