Standardized moment
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In probability theory and statistics, the kth standardized moment of a probability distribution is μk/σk, 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.