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alpha^((m))=1/2gamma_1=(mu_3)/(2sigma^3), where gamma_1 is the skewness.

If s_x is the standard deviation of a set of samples x_i and x^_ their mean, then the variation coefficient is defined as V=(s_x)/(x^_).

The operator tpartial/partialr that can be used to derive multivariate formulas for moments and cumulants from corresponding univariate formulas. For example, to derive the ...

The Laplace distribution, also called the double exponential distribution, is the distribution of differences between two independent variates with identical exponential ...

Consider the sample standard deviation s=sqrt(1/Nsum_(i=1)^N(x_i-x^_)^2) (1) for n samples taken from a population with a normal distribution. The distribution of s is then ...

Given a subset A of a larger set, the characteristic function chi_A, sometimes also called the indicator function, is the function defined to be identically one on A, and is ...

A correction which must be applied to the measured moments m_k obtained from normally distributed data which have been binned in order to obtain correct estimators mu^^_i for ...

The nth k-statistic k_n is the unique symmetric unbiased estimator of the cumulant kappa_n of a given statistical distribution, i.e., k_n is defined so that <k_n>=kappa_n, ...

Let u^_ denote the mean of a set of quantities u_i, then the absolute deviation is defined by Deltau_i=|u_i-u^_|.

The kurtosis excess of a distribution is sometimes called the excess, or excess coefficient. In graph theory, excess refers to the quantity e=n-n_l(v,g) (1) for a v-regular ...