Standardized moment

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In probability theory and statistics, the kth standardized moment of a probability distribution is μkk, where μk is the kth moment about the mean and σ is the standard deviation.

  • The first standardized moment is zero, because the first moment about the mean is zero
  • The second standardized moment is one, because the second moment about the mean is equal to the variance (the square of the standard deviation)
  • The third standardized moment is used to define skewness.
  • The fourth standardized moment is used to define kurtosis.

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