Skip to content

Commit 64c36e1

Browse files
authored
added 3 definitions
1 parent 2ed393b commit 64c36e1

3 files changed

Lines changed: 102 additions & 0 deletions

File tree

D/mom-cent.md

Lines changed: 34 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,34 @@
1+
---
2+
layout: definition
3+
mathjax: true
4+
5+
author: "Joram Soch"
6+
affiliation: "BCCN Berlin"
7+
e_mail: "joram.soch@bccn-berlin.de"
8+
date: 2020-10-08 03:37:00
9+
10+
title: "Central moment"
11+
chapter: "General Theorems"
12+
section: "Probability theory"
13+
topic: "Further moments"
14+
definition: "Central moment"
15+
16+
sources:
17+
- authors: "Wikipedia"
18+
year: 2020
19+
title: "Moment (mathematics)"
20+
in: "Wikipedia, the free encyclopedia"
21+
pages: "retrieved on 2020-10-08"
22+
url: "https://en.wikipedia.org/wiki/Moment_(mathematics)#Significance_of_the_moments"
23+
24+
def_id: "D98"
25+
shortcut: "mom-cent"
26+
username: "JoramSoch"
27+
---
28+
29+
30+
**Definition:** Let $X$ be a [random variable](/D/rvar) with [expected value](/D/mean) $\mu$ and let $n$ be a positive integer. Then, the $n$-th central moment of $X$ is defined as the $n$-th [moment](/D/mom) of $X$ about the value $\mu$:
31+
32+
$$ \label{eq:mom-cent}
33+
\mu_n = \mathrm{E}[(X-\mu)^n] \; .
34+
$$

D/mom-raw.md

Lines changed: 34 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,34 @@
1+
---
2+
layout: definition
3+
mathjax: true
4+
5+
author: "Joram Soch"
6+
affiliation: "BCCN Berlin"
7+
e_mail: "joram.soch@bccn-berlin.de"
8+
date: 2020-10-08 03:31:00
9+
10+
title: "Raw moment"
11+
chapter: "General Theorems"
12+
section: "Probability theory"
13+
topic: "Further moments"
14+
definition: "Raw moment"
15+
16+
sources:
17+
- authors: "Wikipedia"
18+
year: 2020
19+
title: "Moment (mathematics)"
20+
in: "Wikipedia, the free encyclopedia"
21+
pages: "retrieved on 2020-10-08"
22+
url: "https://en.wikipedia.org/wiki/Moment_(mathematics)#Significance_of_the_moments"
23+
24+
def_id: "D97"
25+
shortcut: "mom-raw"
26+
username: "JoramSoch"
27+
---
28+
29+
30+
**Definition:** Let $X$ be a [random variable](/D/rvar) and let $n$ be a positive integer. Then, the $n$-th raw moment of $X$, also called ($n$-th) "crude moment", is defined as the $n$-th [moment](/D/mom) of $X$ about the value 0:
31+
32+
$$ \label{eq:mom-raw}
33+
\mu_n' = \mu_n(0) = \mathrm{E}[(X-0)^n] = \mathrm{E}[X^n] \; .
34+
$$

D/mom-stand.md

Lines changed: 34 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,34 @@
1+
---
2+
layout: definition
3+
mathjax: true
4+
5+
author: "Joram Soch"
6+
affiliation: "BCCN Berlin"
7+
e_mail: "joram.soch@bccn-berlin.de"
8+
date: 2020-10-08 03:47:00
9+
10+
title: "Standardized moment"
11+
chapter: "General Theorems"
12+
section: "Probability theory"
13+
topic: "Further moments"
14+
definition: "Standardized moment"
15+
16+
sources:
17+
- authors: "Wikipedia"
18+
year: 2020
19+
title: "Moment (mathematics)"
20+
in: "Wikipedia, the free encyclopedia"
21+
pages: "retrieved on 2020-10-08"
22+
url: "https://en.wikipedia.org/wiki/Moment_(mathematics)#Standardized_moments"
23+
24+
def_id: "D99"
25+
shortcut: "mom-stand"
26+
username: "JoramSoch"
27+
---
28+
29+
30+
**Definition:** Let $X$ be a [random variable](/D/rvar) with [expected value](/D/mean) $\mu$ and [standard deviation](/D/std) $\sigma$ and let $n$ be a positive integer. Then, the $n$-th standardized moment of $X$ is defined as the $n$-th [moment](/D/mom) of $X$ about the value $\mu$, divided by the $n$-th power of $\sigma$:
31+
32+
$$ \label{eq:mom-stand}
33+
\mu_n^{*} = \frac{\mu_n}{\sigma^n} = \frac{\mathrm{E}[(X-\mu)^n]}{\sigma^n} \; .
34+
$$

0 commit comments

Comments
 (0)