Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more.


Moments of a Distribution

Moments can be used to describe several properties of a distribution. There are two different methods to define moments; one kind of moment is called "moments about zero" and is calculated according the following equation:

Another kind of moment is called "moments about the mean"; it is calculated according to

The exponent r defines the rth moment. As you can easily see, the first moment about zero is equal to the mean, the second moment about the mean is the variance. The third moment is related to the skewness, and the forth moment is related to the kurtosis of a distribution.