Moments

Moments are measurements of dispersion, either about the origin or the mean.  The first moment about the origin is the mean and the second moment about the mean is the variance.  The n^th moments about the origin and the mean respectively are:

The 2nd and 4th moments about the mean will always be positive and the 1st and 3rd moments will be zero for symmetrical distributions and positive or negative for non-symmetrical (skewed).  For a left skewed distribution, the 1st and 3rd moments will be positive and negative for a right skewed one.

Page updated: 17-Dec-2004

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