Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with moments
Search options questions only
not deleted
user 12923
Moments are summaries of random variables' characteristics (e.g., location, scale). Use also for fractional moments.
1
vote
1
answer
38
views
Identifying candidate distributions with a desired set of qualitative characteristics
Is there a good way of finding candidate distributions based on a set of qualitative characteristics? For instance, at the moment I am looking for a continuous univariate two-parameter distribution, …
- 3,247
2
votes
1
answer
1k
views
Normalizing skewness with the Power or Box-Cox Transformation
Suppose I have a random sample drawn from an arbitrary strictly positive continuous distribution. Suppose moreover that I want to use the Box-Cox transform to zero out the skewness. Is there an explic …
- 3,247
14
votes
1
answer
4k
views
Constructing a continuous distribution to match $m$ moments
and skewness, excess kurtosis and higher moments = 0. … Instead of the usual central moments, I would accept a solution posed in terms of raw moments, or normalized moments, or cumulants if that makes the problem easier or produces a more interesting result …
- 3,247
1
vote
0
answers
60
views
Partial quantile moments?
The integral from 0 to x* of x to the n times pdf(x) is usually called the nth partial moment function. Does the corresponding integral from 0 to y* of y to the n of the quantile density function, qdf …
- 3,247
2
votes
0
answers
57
views
Is the maximum entropy distribution the same for conditional and unconditional moments?
From these observations, I have a set of moments, with the highest moment even.
If the range were the real line (or the positive half-line? … My question is, if you have the same set of moments, only conditional on the observations being in the specified interval, is the maximum entropy distribution the same as if you had the unconditional moments …
- 3,247
5
votes
1
answer
42
views
How should I estimate the variance in a sample or population from the sample range?
Suppose I wish to know the variance within a sample or of the population from which it is drawn. However, I do not have true measurements for most of my "observations". Think of them as like wooden bl …
- 3,247
0
votes
0
answers
14
views
By means of what distribution can I match the first n moments for arbitrary (i e. any) value...
Suppose I have the first n moments from some data set, either raw, centered or scaled, (or cumulants instead) whichever is more convenient for matching. … If not, what distribution allows me to match the largest number of the first n moments (or cumulants)? …
- 3,247
3
votes
1
answer
81
views
Good parameter estimates vs good computed moment estimates
From the parameters I can numerically integrate and derive moments, if they exist.
Are the good properties of the estimators inherited by such computed moments? …
- 3,247