Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: Does higher order moments means more attention to local static property?
Replies: 0  

Advanced Search

Back to Topic List Back to Topic List  
Wenlong

Posts: 51
Registered: 3/2/12
Does higher order moments means more attention to local static property?
Posted: Jul 3, 2012 8:09 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Dear all,

I am currently looking into few static analyse algorithms. I noticed that they are analysing with different order moments or cumulants to analyse the data. I guess it is because these algorithms are focus on different aspect of the data itself.

So far as I know, 1st (mean) and 2nd(variance) moments are focus on the dispersion of the data as a whole, and 3rd moment (skewness) looks into the tail area of the distribution. 4th moment (kurtosis) concentrates on the peaks.

Can I then deduce that higher moments means the algorithm pays more attention to local static property?

Can anyone answer me explicitly to help me out of this headache? Or can you recommend some books or papers? I do extremely appreciate for your kind consideration and help.

Best wishes
Wenlong



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.