Package org.apache.commons.math.stat.descriptive.moment

Class ThirdMoment

  • All Implemented Interfaces:
    java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic
    Direct Known Subclasses:
    FourthMoment
    public class ThirdMoment
extends SecondMoment
implements java.io.Serializable
    Computes a statistic related to the Third Central Moment. Specifically, what is computed is the sum of cubed deviations from the sample mean.

    The following recursive updating formula is used:

    Let

    • dev = (current obs - previous mean)
    • m2 = previous value of SecondMoment
    • n = number of observations (including current obs)
    Then

    new value = old value - 3 * (dev/n) * m2 + (n-1) * (n -2) * (dev^3/n^2)

    Returns Double.NaN if no data values have been added and returns 0 if there is just one value in the data set.

    Note that this implementation is not synchronized. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the increment() or clear() method, it must be synchronized externally.

    Version:
    $Revision: 811685 $ $Date: 2009-09-05 19:36:48 +0200 (sam. 05 sept. 2009) $
    See Also:
    Serialized Form

    • Field Detail

      • m3

        protected double m3
        third moment of values that have been added

      • nDevSq

        protected double nDevSq
        Square of deviation of most recently added value from previous first moment, normalized by previous sample size. Retained to prevent repeated computation in higher order moments. nDevSq = nDev * nDev.

    • Constructor Detail

      • ThirdMoment

        public ThirdMoment()
        Create a FourthMoment instance

      • ThirdMoment

        public ThirdMoment​(ThirdMoment original)
        Copy constructor, creates a new ThirdMoment identical to the original
        Parameters:
        original - the ThirdMoment instance to copy