Tag: moments

56 What's so 'moment' about 'moments' of a probability distribution? 2011-10-26T21:54:59.040

26 Bias of moment estimator of lognormal distribution 2016-05-26T06:55:35.163

23 Existence of the moment generating function and variance 2012-07-20T16:30:49.167

18 Moments of a distribution - any use for partial or higher moments? 2010-09-20T10:56:57.297

17 Error in normal approximation to a uniform sum distribution 2012-06-14T17:25:37.747

17 Proof that moment generating functions uniquely determine probability distributions 2012-08-23T15:43:42.717

17 Second moment method, Brownian motion? 2015-10-21T04:45:32.610

16 Compute approximate quantiles for a stream of integers using moments? 2011-05-09T05:22:38.153

15 Why kurtosis of a normal distribution is 3 instead of 0 2014-12-02T22:04:13.453

15 What exactly are moments? How are they derived? 2015-01-10T13:54:21.053

15 Non-normal distributions with zero skewness and zero excess kurtosis? 2015-06-01T09:57:18.290

14 Exponential weighted moving skewness/kurtosis 2011-02-04T12:01:50.607

13 Intuition for higher moments in circular statistics 2010-08-06T10:57:18.820

13 Why is the arithmetic mean smaller than the distribution mean in a log-normal distribution? 2016-06-30T13:43:01.027

12 One sided Chebyshev inequality for higher moment 2011-11-29T08:47:23.770

12 Whether distributions with the same moments are identical 2014-02-03T01:53:20.547

11 Testing two independent samples for null of same skew? 2010-08-18T18:49:48.227

11 Approximating $Pr[n \leq X \leq m]$ for a discrete distribution 2010-10-18T22:19:27.650

11 Link between moment-generating function and characteristic function 2012-11-22T15:48:26.380

11 How to fit an approximate PDF (i.e.: density estimation) using the first k (empirical) moments? 2015-10-03T13:23:22.253

10 A transform to change skew without affecting kurtosis? 2010-09-04T23:00:04.117

10 Physical/pictoral interpretation of higher-order moments 2011-07-11T19:28:06.590

10 Identity of moment-generating functions 2012-03-21T13:47:58.207

10 Robust estimation of kurtosis? 2014-06-19T16:08:37.300

10 References: Tail of the inverse cdf 2015-05-15T11:36:22.447

10 Why is a moment called a moment? 2016-05-04T04:59:38.853

9 Proof that if higher moment exists then lower moment also exists 2012-04-14T15:03:44.813

9 Central Moments of Symmetric Distributions 2013-01-02T19:16:40.610

9 Combining two covariance matrices 2013-03-07T18:24:57.570

9 Moment generating function of the inner product of two gaussian random vectors 2013-03-08T14:28:43.697

8 $E[e^{cX}]$ where $c < 0$ and $X$ is lognormally distributed 2014-07-28T12:22:30.223

8 Higher-order cumulant and moment names beyond variance, skewness and kurtosis 2015-12-26T16:27:40.657

8 Finite $k$th moment for a random vector 2016-09-08T19:38:13.093

8 If $X_n ∼ N(0, 1/n)$, then why is $\sqrt{n}X_n ∼ N(0, 1)$? 2016-10-15T13:49:40.903

8 Prove that $E(X^n)^{1/n}$ is non-decreasing for non-negative random variables 2016-11-04T15:33:53.667

7 Max Entropy Solver in R 2012-01-16T16:21:45.540

7 Example of CLT when moments do not exist 2014-03-09T01:15:33.000

7 Moment Generating Functions and Fourier Transforms? 2014-06-09T12:51:28.983

7 Relationship between skew and kurtosis in a sample 2015-01-13T16:57:53.777

7 Finding the Mean and Variance from PDF 2015-01-14T23:13:02.417

7 Constructing a continuous distribution to match $m$ moments 2015-03-13T18:27:47.160

7 Let $\mathbf{Y}$ be a random vector. Are $k$th moments of $\mathbf{Y}$ considered? 2015-06-01T16:27:54.753

7 Econometrics text claims that convergence in distribution implies convergence in moments 2016-09-22T22:45:46.710

7 Prove that a distribution is symmetric using moments 2016-12-09T17:13:01.703

7 Is there any difference between estimating $\sigma^2$ and $\sigma$ in a simulation study? 2017-02-19T09:42:05.530

7 Third central moment of a sum of a random number of iid random variables 2017-02-28T14:21:31.010

7 Is the expectation of the sufficient statistics $S(X)$ transverse the whole space in an exponential family? 2017-03-10T15:31:35.267

7 What are the mean and variance of a 0-censored multivariate normal? 2018-02-01T21:08:34.300

6 How to understand moments for a random variable? 2011-05-01T04:36:57.863

6 What are the sampling distributions of higher moments of the normal distribution? 2011-10-31T02:05:38.787

6 Kurtosis/4th central moment in terms of mean and variance 2012-07-05T16:16:18.887

6 Moment generating function of multinomial distribution 2013-06-13T20:01:12.813

6 Laplace distribution and, generally, interpreting an undefined moment 2013-09-19T22:34:34.170

6 Existence of fractional moment of cauchy distribution 2014-06-03T02:03:50.193

6 What is the moment of a joint random variable? 2015-12-27T22:44:37.803

6 If $\mathbb{E}|X_n|=O(a_n)$, how large is $Y_n = X_n\ln\left(\frac{1}{X_n}\right)$? 2017-07-23T23:28:00.093

6 Observations for a bivariate Gaussian mixture 2017-11-03T15:37:51.893

5 Finding the Moment Generating Function of Chi-Squared Dist 2011-02-16T04:02:25.177

5 Mean and variance of log-binomial distribution 2012-04-15T19:15:43.797

5 Mixture distributions moments if one distribution has undefined/infinite moments 2012-06-29T17:22:45.887

5 Central moments of a gaussian mixture density? 2012-07-20T15:03:42.277

5 Eighth order moment 2012-09-26T06:10:49.287

5 nth moment, for 0 < n < 1 or n <0, do they exist? 2012-10-27T22:56:51.223

5 Does finite kth moment imply lesser moments are finite? 2013-01-25T01:28:00.827

5 covariance of RVs under a nonlinear transformation 2013-02-07T01:21:57.623

5 Moments of the Kolmogorov distribution 2013-03-06T22:21:28.337

5 Confidence error bars and "central point": Should we emphasize the median? 2013-05-20T15:46:21.973

5 intuition for moments about the mean of a distribution? 2014-11-09T01:54:21.667

5 What are the moments of a multivariate distribution? 2015-01-11T04:08:32.630

5 Looking for a distribution where: Mean=0, variance is variable, Skew=0 and kurtosis is variable 2015-05-15T16:11:57.893

5 Strictly Stationary Time Series with Infinite Moments 2015-07-04T12:10:32.480

5 What is the effect of taking the mean of a moments-based estimate? 2015-11-27T20:15:57.933

5 Convergence of expectation 2015-11-28T20:42:02.160

5 Covariance for three variables 2016-02-15T06:02:13.560

5 What bounds can we place on approximation error for a moment-matching approximation with $N$ moments? 2016-09-29T16:50:42.260

5 Moments of kernel density estimates 2017-03-16T11:02:15.997

5 OLS asymptotic results 2017-05-18T18:40:26.427

5 Expected value of $X^{-1}$, $X$ being a noncentral $\chi^2$. Cannot understand a step of a equation in a paper 2017-09-11T15:44:28.763

5 Expected value of softmax transformation of Gaussian random vector 2017-11-24T15:25:54.627

5 Is it possible that two Random Variables from the same distribution family have the same expectation and variance, but different higher moments? 2017-12-23T12:15:24.713

5 Zero-mean RV $X$, probability of being positive using moments 2018-02-28T13:21:23.757

4 Determine whether a n-th finite moment of X exists 2011-04-20T02:46:09.323

4 Moments of Laplace distribution 2011-05-19T15:21:22.930

4 If the n(th) moment exists does it mean all smaller moments exist too? 2011-11-20T09:00:44.753

4 What is coskewness and how can it be calculated? 2013-02-27T14:52:54.003

4 Difference between cumulants and moments 2013-05-26T17:38:35.153

4 Show that the random variable $V=X-a$ and $U=a-X$ have same distribution? 2013-09-18T17:20:55.837

4 Estimate probability of event using moments of a distribution or a Taylor expansion involving the moments 2014-02-03T20:07:48.407

4 How to compute moments from an MGF explicitly? 2014-10-11T20:42:04.627

4 Some basic questions related to the moments of a probability distribution 2015-03-03T12:51:53.963

4 Moments and density tails 2015-03-31T15:07:58.840

4 How to calculate the absolute central moment of a Binomial distribution? 2015-04-22T14:42:52.707

4 Convergence of moments of binomial to Poisson 2015-08-14T21:28:39.517

4 What is "t" in generating functions? 2015-12-15T17:02:07.897

4 Binomial and Poisson issues (Jacod and Potter) 2016-03-20T01:48:24.470

4 What is $V(X^t)$ for any $t$ when only $E(X)$ and $Var(X)$ are known and $X$ is assumed normal? 2016-04-23T22:14:01.420

4 Unbiased estimator variance of sample variance 2016-05-31T08:49:42.840

4 What is the typical and example use of an "L-moment" as contrasted to a conventional moment? 2016-07-14T17:43:33.653

4 How to derive the second moment of the Chi-Square distribution with the MGF? 2016-09-24T16:01:34.740