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Standardized Moment

Defined for samples $x_i$, $i=1$, ..., $N$ by

\begin{displaymath}
\alpha_r \equiv {1\over N} \sum_{i=1}^N {z_i}^r = {\mu_r\over\sigma^r},
\end{displaymath} (1)

where
\begin{displaymath}
z_i\equiv {x_i-\bar x\over s_x}.
\end{displaymath} (2)

The first few are
$\displaystyle \alpha_1$ $\textstyle =$ $\displaystyle 0$ (3)
$\displaystyle \alpha_2$ $\textstyle =$ $\displaystyle 1$ (4)
$\displaystyle \alpha_3$ $\textstyle =$ $\displaystyle {\mu_3\over s^3}$ (5)
$\displaystyle \alpha_4$ $\textstyle =$ $\displaystyle {\mu_4\over s^4}.$ (6)

See also Kurtosis, Moment, Skewness




© 1996-9 Eric W. Weisstein
1999-05-26