Statistics
StandardizedMoment
compute standardized moments
Calling Sequence
Parameters
Description
Computation
Data Set Options
Random Variable Options
Examples
References
Compatibility
StandardizedMoment(A, n, ds_options)
StandardizedMoment(X, n, rv_options)
A
-
data set or 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 standardized moment of a data set
rv_options
(optional) equation of the form numeric=value; specifies options for computing the standardized moment of a random variable
The StandardizedMoment function computes the standardized 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 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 StandardizedMoment command. Missing items are represented by undefined or Float(undefined). So, if ignore=false and A contains missing data, the StandardizedMoment 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 standardized moment is computed symbolically. To compute the standardized moment numerically, specify the numeric or numeric = true option.
with⁡Statistics:
Compute the third standardized moment of the beta distribution with parameters 3 and 5.
StandardizedMoment⁡Β⁡3,5,3
2⁢1525
StandardizedMoment⁡Β⁡3,5,3,numeric
0.3098386677
Generate a random sample of size 100000 drawn from the above distribution and compute the third standardized moment.
A≔Sample⁡Β⁡3,5,105:
StandardizedMoment⁡A,3
0.315437653876132
Create a beta-distributed random variable Y and compute the third standardized moment of 1/(Y+2).
Y≔RandomVariable⁡Β⁡5,2:
StandardizedMoment⁡1Y+2,3,numeric
0.8947305775
Verify this using simulation.
C≔Sample⁡1Y+2,105:
StandardizedMoment⁡C,3
0.894253361657706
Compute the average standardized 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:
StandardizedMoment⁡V,4,weights=W
Float⁡undefined
StandardizedMoment⁡V,4,weights=W,ignore=true
2.48823188102473
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 fourth standardized moment of each of the columns.
StandardizedMoment⁡M,4
1.182040816326531.649175573998300.881611283129665
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
The A parameter was updated in Maple 16.
See Also
Statistics[Computation]
Statistics[DescriptiveStatistics]
Statistics[Distributions]
Statistics[ExpectedValue]
Statistics[RandomVariables]
Statistics[StandardError]
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