Numeric.Statistics.Moment

Description

Simple module for computing the various moments of a list

Reference: Ross, NRiC

Synopsis

mean :: (Fractional a) => [a] -> a

var :: (Fractional a) => [a] -> a

stddev :: (RealFloat a) => [a] -> a

avgdev :: (RealFloat a) => [a] -> a

skew :: (RealFloat a) => [a] -> a

kurtosis :: (RealFloat a) => [a] -> a

Documentation

mean :: (Fractional a) => [a] -> a

Compute the mean of a list

Mean(X) = 1/N sum(i=1..N) x_i

var :: (Fractional a) => [a] -> a

Compute the variance of a list

Var(X) = sigma^2

       = 1/N-1 sum(i=1..N) (x_i-mu)^2

stddev :: (RealFloat a) => [a] -> a

Compute the standard deviation of a list

 StdDev(X) = sigma = sqrt (Var(X))

avgdev :: (RealFloat a) => [a] -> a

Compute the average deviation of a list

 AvgDev(X) = 1/N sum(i=1..N) |x_i-mu|

skew :: (RealFloat a) => [a] -> a

Compute the skew of a list

 Skew(X) = 1/N sum(i=1..N) ((x_i-mu)/sigma)^3

kurtosis :: (RealFloat a) => [a] -> a

Compute the kurtosis of a list

 Kurt(X) = ( 1/N sum(i=1..N) ((x_i-mu)/sigma)^4 ) - 3

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