System.Math.MomentSkewKurtosis 中的时刻 3 和时刻 4 到底是什么
What exactly are Moment 3 and Moment 4 in System.Math.MomentSkewKurtosis
System.Math.MomentSkewKurtosis 声明为
procedure MomentSkewKurtosis(const Data: array of Double; var M1, M2, M3, M4, Skew, Kurtosis: Extended);
和returns M1、M2、M3、M4、偏斜、峰度,其中
M1 - 算术平均值
M2 - 总体方差
偏斜 - 偏斜度
峰度就是峰度
但是M3和M4到底代表什么。
Delphi 柏林 http://docwiki.embarcadero.com/Libraries/Berlin/en/System.Math.MomentSkewKurtosis 中的文档
和 Free Pascal http://www.freepascal.org/docs-html/rtl/math/momentskewkurtosis.html 含糊不清。
查看 M3
和 M4
(三阶和四阶矩)作为辅助变量,以计算偏差和峰度(从 sorce 中提取):
MomentSkewKurtosis: Calculates the core factors of statistical analysis: the first four moments plus the coefficients of skewness and kurtosis.
- M1 is the Mean.
- M2 is the Variance.
- Skew reflects symmetry of distribution: M3 / (M2**(3/2))
- Kurtosis reflects flatness of distribution: M4 / Sqr(M2)
System.Math.MomentSkewKurtosis 声明为
procedure MomentSkewKurtosis(const Data: array of Double; var M1, M2, M3, M4, Skew, Kurtosis: Extended);
和returns M1、M2、M3、M4、偏斜、峰度,其中
M1 - 算术平均值
M2 - 总体方差
偏斜 - 偏斜度
峰度就是峰度
但是M3和M4到底代表什么。
Delphi 柏林 http://docwiki.embarcadero.com/Libraries/Berlin/en/System.Math.MomentSkewKurtosis 中的文档 和 Free Pascal http://www.freepascal.org/docs-html/rtl/math/momentskewkurtosis.html 含糊不清。
查看 M3
和 M4
(三阶和四阶矩)作为辅助变量,以计算偏差和峰度(从 sorce 中提取):
MomentSkewKurtosis: Calculates the core factors of statistical analysis: the first four moments plus the coefficients of skewness and kurtosis.
- M1 is the Mean.
- M2 is the Variance.
- Skew reflects symmetry of distribution: M3 / (M2**(3/2))
- Kurtosis reflects flatness of distribution: M4 / Sqr(M2)