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Table of Contents Univariate Data Moments of a Distribution Moments of a Distribution
Index
See also: mean, variance, skewness, kurtosis 

Moments of a Distribution

Moments can be used to describe several properties of a distribution. There are two different methods to define moments; one kind of moment is called "moments about zero" and is calculated according the following equation:

Another kind of moment is called "moments about the mean"; it is calculated according to

The exponent r defines the rth moment. As you can easily see, the first moment about zero is equal to the mean value, the second moment about the mean is the variance. The third moment is related to the skewness, and the forth moment is related to the kurtosis of a distribution.

Last Update: 2005-Jul-16