Moments of a Distribution

If x1, x2,..........,xk are the values of a variable x with

frequencies f1, f2,..........,fk, then the quantity
μr = ∑fixir/N is called the rth moment of x. The rth
moment about any value (arbitrary value) A also
denoted by μr which is μr = ∑fi(xi –A)r/N; N= ∑fi
These moments are called rth raw moments.
The rth moment about the mean x is given by,
μr = ∑fi(xi –x)r/N ; N= ∑fi
This moment is called central moment or corrected
moment.
Find out first four central moments from raw
moments:
Let x1, x2,..........,xk are the values of a variable x
with frequencies f1, f2..........,fk respectfully. If A is
an arbitrary value about which moments are
taken. We have,
∑fi(xi –A) ∑fixi - A ∑fi
1st raw moment, μ1 = =
N N
= ∑fixi /N – AN/N = x- A ∑fi(xi –A)2
2nd raw moment, μ2 =
N
 ∑fi(xi –A)3
3rd raw moment, μ3 =
N
4th raw moment, μ4 = ∑fi(xi –A)4/N
Now, μ1 = ∑fi(xi –x)/N =0
μ2= ∑fi(xi –x)2 /N = ∑fi(xi – A-x+A)2/N
=∑fi{(xi – A)-(x-A)} 2/N
=∑fi{(xi – A)2 /N - 2∑fi{(xi – A)(x-A)/N
+ ∑fi(x-A)2/N
= μ2 - 2 μ1 μ1+( μ1)2
= μ2 – ( μ1)2
μ3= ∑fi(xi –x)3 /N = ∑fi(xi – A-x+A)3/N
=∑fi{(xi – A)-(x-A)}3/N
= ∑fi(xi – A)3/N-3∑fi(xi – A)2(x-A)/N
+3∑fi(xi – A)(x-A)2/N- ∑fi (x-A)3/N
= μ3- 3 μ2 μ1+3 μ1 (μ1)2- (μ1 )3
= μ3- 3 μ2 μ1+2 (μ1)3
μ4= ∑fi(xi –x)4 /N = ∑fi(xi – A-x+A)4/N
=∑fi{(xi – A)-(x-A)}4/N
= ∑fi(xi – A)4/N-4∑fi(xi – A)3(x-A)/N
+6∑fi(xi – A)2(x-A)2/N- 4∑fi(xi – A)(x-A)3/N
+ ∑fi(x-A)4/N
= μ4- 4 μ3 μ1+6 μ2 (μ1)2- 4 μ1(μ1 )3 +( μ1)4
= μ4- 4 μ3 μ1+6 μ2 (μ1)2- 3( μ1)4