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L-kurtosis : ウィキペディア英語版
L-moment
In statistics, L-moments are a sequence of statistics used to summarize the shape of a probability distribution.〔Asquith, W.H. (2011) ''Distributional analysis with L-moment statistics using the R environment for statistical computing'', Create Space Independent Publishing Platform, (), ISBN 1-463-50841-7〕 They are linear combinations of order statistics (L-statistics) analogous to conventional moments, and can be used to calculate quantities analogous to standard deviation, skewness and kurtosis, termed the L-scale, L-skewness and L-kurtosis respectively (the L-mean is identical to the conventional mean). Standardised L-moments are called L-moment ratios and are
analogous to standardized moments. Just as for conventional moments, a theoretical distribution has a set of population L-moments. Sample L-moments can be defined for a sample from the population, and can be used as estimators of the population L-moments.
==Population L-moments==
For a random variable ''X'', the ''r''th population L-moment is〔
:
\lambda_r = r^ \sum_^ \mathrmX_},

where ''X''''k:n'' denotes the ''k''th order statistic (''k''th smallest value) in an independent sample of size ''n'' from the distribution of ''X'' and \mathrm denotes expected value. In particular, the first four population L-moments are
:
\lambda_1 = \mathrmX

:
\lambda_2 = (\mathrmX_ - \mathrmX_)/2

:
\lambda_3 = (\mathrmX_ - 2\mathrmX_ + \mathrmX_)/3

:
\lambda_4 = (\mathrmX_ - 3\mathrmX_ + 3\mathrmX_ - \mathrmX_)/4.

Note that the coefficients of the ''k''-th L-moment are the same as in the ''k''-th term of the binomial transform, as used in the ''k''-order finite difference (finite analog to the derivative).
The first two of these L-moments have conventional names:
:\lambda_1 = \text,
:\lambda_2 = \text.
The L-scale is equal to half the mean difference.〔

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「L-moment」の詳細全文を読む



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