EXSTAT

EXSTAT - calculation of statistical moments

Usage:

EXSTAT X PX TYP

Inputs:

X	data vector (default: 0 .. N-1)
PX	probability vector (default: 1..1)
TYP	0 ... central moments
	1 ... "spectral moments"

Outputs:

M1	first moment (mean value) (number)
M2	second moment (variance) (number)
M3	third moment (number)
M4	fourth moment (number)
N	length of X and PX (number)

Function:

Compute the statistical moments of the inputs.

File:1222.png first moment

File:1223.png k-th moment

If TYP = 1 then the results are normalized as follows:

File:1224.png (spectral) spread

File:1225.png (Fisher) skewness

File:1226.png (Pearson) kurtosis

If both inputs are set to default values, calculation is stopped and an error is returned.