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Questions tagged [moments]

Moments are summaries of random variables' characteristics (e.g., location, scale). Use also for fractional moments.

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Expected value for f(x) [closed]

I am reading an article and trying to extend their case to a multivariate case. I have the function $f_{i} (x)=\frac{1}{|Σ|}f_{0}((x-μ_{i})'Σ^{-1}(x-μ_{i}))$, where $f_{0}(.)$ is a base density ...
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Why Does Second Order Weak Stationarity include Statement on Covariances in addition to Statement on Mean and Variance?

A stochastic process is second order weakly stationary if all random variables have same mean (first moment), and same variance (second moment?), and covariances that are time-invariant (second moment ...
49 views

Almost Gaussian distribution with interesting moments

I have a rather funny situation here. There is this random complex number, $z$, with an unknown distribution $\rho_\lambda(z)$ which depends on a parameter, $\lambda$. I can compute the moments and ...
1k views

Can I use moments of a distribution to sample the distribution?

I notice in statistics/machine learning methods, a distribution is often approximated by a Gaussian, and then that Gaussian is used for sampling. They start by computing the first two moments of the ...
463 views

In general, how should we find the pmf given only the moment generating function without comparing its form to that of famous pmf?

Background It is known that moment generating function generates moments, but does it hold information about the probability of the random variable being realised at a particular value? Example ...
I'm training a neural network (or any ML model with non-convex gradient-based optimization) to predict a continuous outcome variable. Currently, I use the mean squared error loss function, i.e., if $y$...