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Higher Moments

The variance $/sigma^{2}$ is also called moment of second order. The third moment

/begin{displaymath}/frac{1}{n}/sum (z_{i}-/bar{z})^{3}/s^{3}/end{displaymath}

is also called skewness, and the forth moment

/begin{displaymath}/frac{1}{n}/sum (z_{i}-/bar{z})^{4}/s^{4} - 3/end{displaymath}

is called kurtosis.

All these characterizing parameters describe a distribution of an observed variable only up to a certain degree, which has to be considered in a following analysis.

Rudolf Dutter 2003-03-13