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

Class FourthMoment

  • All Implemented Interfaces:
    java.io.Serializable, StorelessUnivariateStatistic, UnivariateStatistic
    public class FourthMoment
extends ThirdMoment
implements java.io.Serializable
    Computes a statistic related to the Fourth Central Moment. Specifically, what is computed is the sum of

    (x_i - xbar) ^ 4,

    where the x_i are the sample observations and xbar is the sample mean.

    The following recursive updating formula is used:

    Let

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

    new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 +
    [n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3

    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

      • m4

        protected double m4
        fourth moment of values that have been added

    • Constructor Detail

      • FourthMoment

        public FourthMoment()
        Create a FourthMoment instance

      • FourthMoment

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