5th central moment of the chi-square distribution
The central moments of a probability distribution are a set of statistical measures that describe the shape and characteristics of the distribution. The k-th central moment of a distribution is defined as the expected value of the k-th power of the deviation of the random variable from its mean, raised to the power of k.
The 5th central moment of the chi-square distribution with k degrees of freedom is given by the following equation:
μ5 = (k + 2)(k + 4)
where μ5 is the 5th central moment of the distribution.
The chi-square distribution is a continuous probability distribution that is widely used in statistical analyses to model the sum of the squares of k independent standard normal random variables. It is commonly used in hypothesis testing and confidence interval calculations in a variety of fields, including physics, engineering, and finance.
The 5th central moment of the chi-square distribution is a measure of the shape of the distribution and is related to its skewness. A positive value of the 5th central moment indicates that the distribution is skewed to the right, while a negative value indicates that it is skewed to the left. In the case of the chi-square distribution, the 5th central moment is always positive, which means that the distribution is skewed to the right.
Overall, the 5th central moment of the chi-square distribution is an important statistical measure that can be used to analyze and understand the properties of this widely used probability distribution.
5th central moment | χ^2 distribution | degrees of freedom | ν (positive)
32 (5 ν^2 + 12 ν)
32/5 (5 ν + 6)^2 - 1152/5
ν (160 ν + 384)
32 ν (5 ν + 12)
160 ν^2 + 384 ν
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1 comment:
Well done, good job, or approval
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