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CentralMoment ​

The central moment E[(X−Mean)r]E[(X-Mean)^r].

CentralMoment(dist, r)exact for r=0r=0 (always 11), r=1r=1 (always 00) and r=2r=2 (always Variance); r≥3r\geq 3 stays unevaluated.
Typed signatures
TypePackageApplies
(distribution, integer) -> realstatisticsalways

Domain: Statistics

Details
  • Generic over every distribution this package's Variance answers, old or new.

Examples

Basic #
live ↗
InCentralMoment(ChiSquareDistribution(3),0)\mathrm{CentralMoment}(\mathrm{ChiSquareDistribution}(3), 0)Out11
live ↗
InCentralMoment(ChiSquareDistribution(3),1)\mathrm{CentralMoment}(\mathrm{ChiSquareDistribution}(3), 1)Out00
live ↗
InCentralMoment(ChiSquareDistribution(3),2)\mathrm{CentralMoment}(\mathrm{ChiSquareDistribution}(3), 2)Out66
About
Examples3

See also: Moment, FactorialMoment, Cumulant, Variance