Moment (mathematics)
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Moment (mathematics)
In mathematics, the moments of a function are certain quantitative measures related to the shape of the function's graph. If the function represents mass density, then the zeroth moment is the total mass, the first moment (normalized by total mass) is the center of mass, and the second moment is the moment of inertia. If the function is a probability distribution, then the first moment is the expected value, the second central moment is the variance, the third standardized moment is the skewness, and the fourth standardized moment is the kurtosis. The mathematical concept is closely related to the concept of moment in physics. For a distribution of mass or probability on a bounded interval, the collection of all the moments (of all orders, from to ) uniquely determines the distribution (Hausdorff moment problem). The same is not true on unbounded intervals (Hamburger moment problem). In the mid-nineteenth century, Pafnuty Chebyshev became the first person to think systematic ...
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ...
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Random Variables
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads H and tails T) in a sample space (e.g., the set \) to a measurable space, often the real numbers (e.g., \ in which 1 corresponding to H and -1 corresponding to T). Informally, randomness typically represents some fundamental element of chance, such as in the roll of a dice; it may also represent uncertainty, such as measurement error. However, the interpretation of probability is philosophically complicated, and even in specific cases is not always straightforward. The purely mathematical analysis of random variables is independent of such interpretational difficulties, and can be based upon a rigorous axiomatic setup. In the formal mathematical language of measure theory, a random vari ...
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Mean
There are several kinds of mean in mathematics, especially in statistics. Each mean serves to summarize a given group of data, often to better understand the overall value (magnitude and sign) of a given data set. For a data set, the ''arithmetic mean'', also known as "arithmetic average", is a measure of central tendency of a finite set of numbers: specifically, the sum of the values divided by the number of values. The arithmetic mean of a set of numbers ''x''1, ''x''2, ..., x''n'' is typically denoted using an overhead bar, \bar. If the data set were based on a series of observations obtained by sampling from a statistical population, the arithmetic mean is the ''sample mean'' (\bar) to distinguish it from the mean, or expected value, of the underlying distribution, the ''population mean'' (denoted \mu or \mu_x).Underhill, L.G.; Bradfield d. (1998) ''Introstat'', Juta and Company Ltd.p. 181/ref> Outside probability and statistics, a wide range of other notions of mean are o ...
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Cumulant
In probability theory and statistics, the cumulants of a probability distribution are a set of quantities that provide an alternative to the '' moments'' of the distribution. Any two probability distributions whose moments are identical will have identical cumulants as well, and vice versa. The first cumulant is the mean, the second cumulant is the variance, and the third cumulant is the same as the third central moment. But fourth and higher-order cumulants are not equal to central moments. In some cases theoretical treatments of problems in terms of cumulants are simpler than those using moments. In particular, when two or more random variables are statistically independent, the -th-order cumulant of their sum is equal to the sum of their -th-order cumulants. As well, the third and higher-order cumulants of a normal distribution are zero, and it is the only distribution with this property. Just as for moments, where ''joint moments'' are used for collections of random variab ...
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Expectation Operator
In probability theory, the expected value (also called expectation, expectancy, mathematical expectation, mean, average, or first moment) is a generalization of the weighted average. Informally, the expected value is the arithmetic mean of a large number of independently selected outcomes of a random variable. The expected value of a random variable with a finite number of outcomes is a weighted average of all possible outcomes. In the case of a continuum of possible outcomes, the expectation is defined by integration. In the axiomatic foundation for probability provided by measure theory, the expectation is given by Lebesgue integration. The expected value of a random variable is often denoted by , , or , with also often stylized as or \mathbb. History The idea of the expected value originated in the middle of the 17th century from the study of the so-called problem of points, which seeks to divide the stakes ''in a fair way'' between two players, who have to end th ...
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Riemann–Stieltjes Integral
In mathematics, the Riemann–Stieltjes integral is a generalization of the Riemann integral, named after Bernhard Riemann and Thomas Joannes Stieltjes. The definition of this integral was first published in 1894 by Stieltjes. It serves as an instructive and useful precursor of the Lebesgue integral, and an invaluable tool in unifying equivalent forms of statistical theorems that apply to discrete and continuous probability. Formal definition The Riemann–Stieltjes integral of a real-valued function f of a real variable on the interval ,b/math> with respect to another real-to-real function g is denoted by :\int_^b f(x) \, \mathrmg(x). Its definition uses a sequence of partitions P of the interval ,b/math> :P=\. The integral, then, is defined to be the limit, as the mesh (the length of the longest subinterval) of the partitions approaches 0 , of the approximating sum :S(P,f,g) = \sum_^ f(c_i)\left g(x_) - g(x_i) \right/math> where c_i is in the i-th subinterval _i;x_/math ...
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Cumulative Distribution Function
In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. Every probability distribution supported on the real numbers, discrete or "mixed" as well as continuous, is uniquely identified by an ''upwards continuous'' ''monotonic increasing'' cumulative distribution function F : \mathbb R \rightarrow ,1/math> satisfying \lim_F(x)=0 and \lim_F(x)=1. In the case of a scalar continuous distribution, it gives the area under the probability density function from minus infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables. Definition The cumulative distribution function of a real-valued random variable X is the function given by where the right-hand side represents the probability that the random variable X takes on a value less tha ...
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Probability Density Function
In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a ''relative likelihood'' that the value of the random variable would be close to that sample. Probability density is the probability per unit length, in other words, while the ''absolute likelihood'' for a continuous random variable to take on any particular value is 0 (since there is an infinite set of possible values to begin with), the value of the PDF at two different samples can be used to infer, in any particular draw of the random variable, how much more likely it is that the random variable would be close to one sample compared to the other sample. In a more precise sense, the PDF is used to specify the probability of the random variable falling ''within a particular range of values'', as opposed to ...
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Translation (geometry)
In Euclidean geometry, a translation is a geometric transformation that moves every point of a figure, shape or space by the same distance in a given direction. A translation can also be interpreted as the addition of a constant vector to every point, or as shifting the origin of the coordinate system. In a Euclidean space, any translation is an isometry. As a function If \mathbf is a fixed vector, known as the ''translation vector'', and \mathbf is the initial position of some object, then the translation function T_ will work as T_(\mathbf)=\mathbf+\mathbf. If T is a translation, then the image of a subset A under the function T is the translate of A by T . The translate of A by T_ is often written A+\mathbf . Horizontal and vertical translations In geometry, a vertical translation (also known as vertical shift) is a translation of a geometric object in a direction parallel to the vertical axis of the Cartesian coordinate system. Often, vertical translations a ...
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Central Moments In Metric Spaces
Central is an adjective usually referring to being in the center of some place or (mathematical) object. Central may also refer to: Directions and generalised locations * Central Africa, a region in the centre of Africa continent, also known as Middle Africa * Central America, a region in the centre of America continent * Central Asia, a region in the centre of Eurasian continent * Central Australia, a region of the Australian continent * Central Belt, an area in the centre of Scotland * Central Europe, a region of the European continent * Central London, the centre of London * Central Region (other) * Central United States, a region of the United States of America Specific locations Countries * Central African Republic, a country in Africa States and provinces * Blue Nile (state) or Central, a state in Sudan * Central Department, Paraguay * Central Province (Kenya) * Central Province (Papua New Guinea) * Central Province (Solomon Islands) * Central Province, Sri Lank ...
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Random Variable
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads H and tails T) in a sample space (e.g., the set \) to a measurable space, often the real numbers (e.g., \ in which 1 corresponding to H and -1 corresponding to T). Informally, randomness typically represents some fundamental element of chance, such as in the roll of a dice; it may also represent uncertainty, such as measurement error. However, the interpretation of probability is philosophically complicated, and even in specific cases is not always straightforward. The purely mathematical analysis of random variables is independent of such interpretational difficulties, and can be based upon a rigorous axiomatic setup. In the formal mathematical language of measure theory, a random var ...
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Integral
In mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ..., an integral assigns numbers to functions in a way that describes Displacement (geometry), displacement, area, volume, and other concepts that arise by combining infinitesimal data. The process of finding integrals is called integration. Along with Derivative, differentiation, integration is a fundamental, essential operation of calculus,Integral calculus is a very well established mathematical discipline for which there are many sources. See and , for example. and serves as a tool to solve problems in mathematics and physics involving the area of an arbitrary shape, the length of a curve, and the volume of a solid, among others. The integrals enumerated here are those termed definite integrals, which can be int ...
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