VoseMoments | Vose Software






Example model

This array function returns the mean, variance, skewness and kurtosis of the specified distribution.

  • Distribution - a distribution Object

The output is a 4x1 (4x1) array, in which case the numerical values of the moments will be returned, or a 4x2 (2x4) array in which case the numerical values will be returned with labels, as shown in the image below.

The calculation of the moments is done using the closed formula (if it exists), or through numerical integration if not. Note that for each univariate distribution in ModelRisk a topic with that distribution's equations is included (e.g. Beta equations).

The mean of a distribution, also known as the expected value, is given by:

                                        for discrete variables

                                  for continuous variables