阶距.docVIP

在概率统计中，有一阶矩，二阶矩， 三阶矩，四阶矩。 不严格的讲，这个”矩“是用来描述? 一个点集合的形状。比如，一维上的中点，二维上的一个椭圆，或是用来描述距离 中点（或 最高点）偏离情况。 最常见的用法， 一阶矩为均值 μ1 二阶矩为方差， 三阶矩为 Skewness（偏斜） 四阶矩为 Moments of a Probability Distribution We are now familiar with some of the properties of probability distributions. On this page we will introduce a set of numbers that describe various properties of such distributions. Some of these have already been encountered in our previous discussion, but now we will see that these fit into a pattern of quantities called moments of the distribution. Moments Let be any function which is defined and positive on an interval . We might refer to the function as a distribution, whether or not we consider it to be a probability density distribution. Then we will define the following moments of this function: Observe that moments of any order are defined by integrating the distribution with a suitable power of x over the interval [a,b]. However, in practice we will see that usually moments up to the second are usefully employed to describe common attributes of a distribution. Moments of a Probability Density Distribution In the particular case that the distribution is a probability density, we have already established the following : This follows from the facts that probability distributions are normalized so that the area under the curve is always 1, (hence the zeroth moment is 1) and the average, or mean of the distribution is defined by the integral that also happens to be the first moment. In the past we have used the symbol to represent the mean or average value of x but often the symbol is also used for this quantity. But what role does the second moment, play ? We will shortly see that the second moment helps describe the way that the mass or probability density is distributed about its mean. For this purpose, we must describe the notion of variance or standard deviation. Variance and Standard Deviation Two kids of roughly the same size can balance on a t