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  2. Kurtosis - Wikipedia

    en.wikipedia.org/wiki/Kurtosis

    The kurtosis is the fourth standardized moment, defined as ⁡ [] = ⁡ [()] = ⁡ [()] (⁡ [()]) =, where μ 4 is the fourth central moment and σ is the standard deviation.Several letters are used in the literature to denote the kurtosis.

  3. Moment (mathematics) - Wikipedia

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

    The fourth central moment is a measure of the heaviness of the tail of the distribution. Since it is the expectation of a fourth power, the fourth central moment, where defined, is always nonnegative; and except for a point distribution, it is always strictly positive. The fourth central moment of a normal distribution is 3σ 4.

  4. Central moment - Wikipedia

    en.wikipedia.org/wiki/Central_moment

    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. The third and fourth central moments are used to define the standardized moments which are used to define ...

  5. Cumulant - Wikipedia

    en.wikipedia.org/wiki/Cumulant

    The first cumulant is the mean, the second cumulant is the variance, and the third cumulant is the same as the third central moment. But fourth and higher-order cumulants are not equal to central moments. In some cases theoretical treatments of problems in terms of cumulants are simpler than those using moments.

  6. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    For any non-negative integer , the plain central moments are: [25] ⁡ [()] = {()!! Here !! denotes the double factorial, that is, the product of all numbers from to 1 that have the same parity as . The central absolute moments coincide with plain moments for all even orders, but are nonzero for odd orders.

  7. Poisson distribution - Wikipedia

    en.wikipedia.org/wiki/Poisson_distribution

    In probability theory and statistics, the Poisson distribution (/ ˈ p w ɑː s ɒ n /) is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time if these events occur with a known constant mean rate and independently of the time since the last event. [1]

  8. 57 inspiring 4th of July quotes to share on America's birthday

    www.aol.com/news/35-inspiring-4th-july-quotes...

    Inspirational 4th of July quotes “Let us therefore animate and encourage each other, and show the whole world that a Freeman, contending for liberty on his own ground, is superior to any slavish ...

  9. Exponential distribution - Wikipedia

    en.wikipedia.org/wiki/Exponential_distribution

    In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...