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Statistics Moments

The document discusses raw moments, which quantify the shape of a dataset by emphasizing deviations from the mean. The r-th raw moment is calculated by taking the sum of the deviations of each data point from the mean, raised to the power of r, and dividing by the number of data points. The first four raw moments provide information about the central tendency, variability, skewness, and kurtosis of a distribution. Dimensionless forms of skewness and kurtosis allow standardized comparison across datasets. The document provides examples of calculating raw moments for an exam scores dataset.

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29 views

Statistics Moments

The document discusses raw moments, which quantify the shape of a dataset by emphasizing deviations from the mean. The r-th raw moment is calculated by taking the sum of the deviations of each data point from the mean, raised to the power of r, and dividing by the number of data points. The first four raw moments provide information about the central tendency, variability, skewness, and kurtosis of a distribution. Dimensionless forms of skewness and kurtosis allow standardized comparison across datasets. The document provides examples of calculating raw moments for an exam scores dataset.

Uploaded by

skbtemp12
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Moments

In statistics, raw moments quantify the shape of a dataset by emphasizing

deviations from the mean. The (r)-th raw moment, denoted as ( Mr ), is calculated
as:

r
Mr = Σ(Xi - X̄ ) / n

where:

● ( Mr ) is the (r)-th raw moment,

● ( n ) is the total number of data points,

● ( Xi ) is the (i)-th data point,

● ( X̄ ) is the mean of the dataset.

This report explores the calculation and significance of the first four raw
moments.

First-Order Raw Moment

The first-order raw moment ( r = 1 ) is given by:

M1 = Σ(Xi - X̄ ) / n
This moment measures the average deviation of each data point from the mean,
providing insights into the central tendency of the dataset.

Second-Order Raw Moment

The second-order raw moment ( r = 2 ) is defined as:

2
M2 = Σ(Xi - X̄ ) / n

This moment quantifies the variability or spread of the dataset, emphasizing


squared deviations from the mean.

Third-Order Raw Moment

The third-order raw moment ( r = 3 ) is calculated by:

3
M3 = Σ(Xi - X̄ ) / n

This moment captures the skewness of the dataset, indicating whether the
distribution is symmetric or skewed.

Fourth-Order Raw Moment

The fourth-order raw moment ( r = 4 ) is expressed as:


4
M4 = Σ(Xi - X̄ ) / n

This moment provides information about the kurtosis, highlighting the tails and
peakedness of the distribution.

Example: Exam Scores Dataset

Consider a larger dataset of exam scores: {60, 75, 80, 85, 90, 95, 100, 105, 110,
115}. Let's calculate the first four raw moments for this dataset using the provided
formula.

1. First-Order Raw Moment:

M1 = Σ(60 - X̄ ) + (75 - X̄ ) + ... + (115 - X̄ ) / 10

1. Second-Order Raw Moment:

2 2 2
M2 = Σ(60 - X̄ ) + (75 - X̄ ) + ... + (115 - X̄ ) / 10

1. Third-Order Raw Moment:

3 3 3
M3 = Σ(60 - X̄ ) + (75 - X̄ ) + ... + (115 - X̄ ) / 10

1. Fourth-Order Raw Moment:

4 4 4
M4 = Σ(60 - X̄ ) + (75 - X̄ ) + ... + (115 - X̄ ) / 10
r-th Moment about the Origin (O)

The r-th moment about the origin is given by:

r
Mr(O) = Σ(Xi ) / n

These moments describe the distribution of data points with respect to the origin,
providing insights into symmetry and concentration.

r-th Moment about Arbitrary Origin (A)

The r-th moment about an arbitrary origin A is expressed as:

r
Mr^(A) = Σ(Xi - A) / n

These moments offer insights into the distribution of data points relative to the
chosen origin A, allowing for a more flexible analysis.

Dimensionless Forms: Skewness and Kurtosis

The skewness (Sk) and kurtosis (K) can be expressed in dimensionless form:

(3/2)
SK = M3 / (M2)

2
K = M4 / (M2) - 3
These dimensionless measures provide standardized indicators of skewness and
kurtosis, making them comparable across different datasets.

Conditions for Skewness and Kurtosis

1. Skewness (SK):

2. If SK = 0, the distribution is perfectly symmetrical.

3. If SK > 0, the distribution is positively skewed (tail on the right).

4. If SK < 0, the distribution is negatively skewed (tail on the left).

5. Kurtosis (K):

6. If K = 0, the distribution has the same kurtosis as a normal distribution

(mesokurtic).
7. If K > 0, the distribution is leptokurtic (heavier tails and a sharper peak).

8. If K < 0, the distribution is platykurtic (lighter tails and a flatter peak).

Example:

Dataset of exam scores: {60, 75, 80, 85, 90, 95, 100, 105, 110, 115}. Let's
calculate the first four raw moments, r-th moment about the origin (O), r-th
moment about an arbitrary origin (A = 90), and dimensionless forms of skewness
and kurtosis.

1. First-Order Raw Moment: M1 = Σ(Xi - X̄ ) / 10

2
2. Second-Order Raw Moment: M2 = Σ(Xi - X̄ ) / 10
3
3. Third-Order Raw Moment: M3 = Σ(Xi - X̄ ) / 10

4
4. Fourth-Order Raw Moment: M4 = Σ(Xi - X̄ ) / 10

r
5. r-th Moment about the Origin (O): Mr(O) = Σ(Xi ) / 10

r
6. r-th Moment about Arbitrary Origin (A = 90): Mr(90) = Σ(Xi - 90) / 10

(3/2)
7. Dimensionless Skewness (SK): SK = M3 / (M2)

2
8. Dimensionless Kurtosis (K): K = M4 / (M2) - 3

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