moment (Statistics Toolbox)

Central moment of all orders.

Syntax

m = moment(X,order)

Description

m = moment(X,order) returns the central moment of X specified by the positive integer, order. For vectors, moment(X,order) returns the central moment of the specified order for the elements of x. For matrices, moment(X,order) returns central moment of the specified order for each column.

Note that the central first moment is zero, and the second central moment is the variance computed using a divisor of n rather than n-1, where n is the length of the vector, x or the number of rows in the matrix, X.

The central moment of order k of a distribution is defined as:

where E(x) is the expected value of x.

Example

X = randn([6 5])

X =

    1.1650    0.0591    1.2460   -1.2704   -0.0562
    0.6268    1.7971   -0.6390    0.9846    0.5135
    0.0751    0.2641    0.5774   -0.0449    0.3967
    0.3516    0.8717   -0.3600   -0.7989    0.7562
   -0.6965   -1.4462   -0.1356   -0.7652    0.4005
    1.6961   -0.7012   -1.3493    0.8617   -1.3414

m = moment(X,3)

m =

   -0.0282    0.0571    0.1253    0.1460   -0.4486