MomentMath Class

Contains methods for converting between different kinds of moments.

Definition

Namespace: Meta.Numerics.Statistics.Distributions
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public static class MomentMath
Inheritance
Object    MomentMath

Remarks

Distributions can be described by by sets of various moments. Raw moments and central moments are encountered most commonly, but cumulants (also called semi-invariants) and factorial moments are also seen. Given any set of one kind of moment for a distribution up to a given order (e.g. the 1st, 2nd, and 3rd central moments), the methods of this class return the values of other kinds of moments, up to the same order (e.g. the 1st, 2nd, and 3rd raw moments).

Methods

CentralToCumulant Converts central moments to cumulants.
CentralToRaw Converts central moments to raw moments.
CumulantToCentral Converts cumulants to central moments.
CumulantToRaw Converts cumulants to raw moments.
RawToCentral Converts raw moments to central moments.
RawToCumulant Converts raw moments to cumulants.

See Also