Noun
central moment (plural central moments)
English Wikipedia has an article on:central momentWikipedia
(statistics) A moment of a probability distribution of a random variable about the random variable's mean.
In normal samples, has the smaller variance of the two estimators, with : where m 2 in the denominator is the (biased) sample second central moment. Source: Internet
That is, for a kth central moment, one sums the products of covariances (the expected value μ is taken to be 0 in the interests of parsimony): : This yields terms in the sum (15 in the above case), each being the product of λ (in this case 3) covariances. Source: Internet
If the third central moment E((X 1 − μ) 3 ) exists and is finite, then the speed of convergence is at least on the order of 1/n 1/2 (see Berry-Esseen theorem ). Source: Internet
The mean, variance and third central moment of this distribution have been determined citation : : : where E(x), V(x) and T(x) are the mean, variance and third central moment respectively. Source: Internet