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  2. Central moment - Wikipedia

    en.wikipedia.org/wiki/Central_moment

    The first few central moments have intuitive interpretations: The "zeroth" central moment μ 0 is 1. The first central moment μ 1 is 0 (not to be confused with the first raw moment or the expected value μ). The second central moment μ 2 is called the variance, and is usually denoted σ 2, where σ represents the standard deviation.

  3. Standardized moment - Wikipedia

    en.wikipedia.org/wiki/Standardized_moment

    In probability theory and statistics, a standardized moment of a probability distribution is a moment (often a higher degree central moment) that is normalized, typically by a power of the standard deviation, rendering the moment scale invariant. The shape of different probability distributions can be compared using standardized moments. [1]

  4. Moment (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Moment_(mathematics)

    In mathematics, the moments of a function are certain quantitative measures related to the shape of the function's graph.If the function represents mass density, then the zeroth moment is the total mass, the first moment (normalized by total mass) is the center of mass, and the second moment is the moment of inertia.

  5. Moment-generating function - Wikipedia

    en.wikipedia.org/wiki/Moment-generating_function

    In probability theory and statistics, the moment-generating function of a real-valued random variable is an alternative specification of its probability distribution.Thus, it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions.

  6. Normalized solution (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Normalized_solution...

    The exploration of normalized solutions for the nonlinear Schrödinger equation can be traced back to the study of standing wave solutions with prescribed -norm. Jürgen Moser [ 4 ] firstly introduced the concept of normalized solutions in the study of regularity properties of solutions to elliptic partial differential equations (elliptic PDEs).

  7. Cumulant - Wikipedia

    en.wikipedia.org/wiki/Cumulant

    These free cumulants were introduced by Roland Speicher and play a central role in free probability theory. [ 21 ] [ 22 ] In that theory, rather than considering independence of random variables , defined in terms of tensor products of algebras of random variables, one considers instead free independence of random variables, defined in terms of ...

  8. Gaussian function - Wikipedia

    en.wikipedia.org/wiki/Gaussian_function

    Gaussian functions are the Green's function for the (homogeneous and isotropic) diffusion equation (and to the heat equation, which is the same thing), a partial differential equation that describes the time evolution of a mass-density under diffusion.

  9. Mean absolute difference - Wikipedia

    en.wikipedia.org/wiki/Mean_absolute_difference

    The mean absolute difference is twice the L-scale (the second L-moment), while the standard deviation is the square root of the variance about the mean (the second conventional central moment). The differences between L-moments and conventional moments are first seen in comparing the mean absolute difference and the standard deviation (the ...