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From "" <>
Subject [math] Summary Stats Higher Moments?
Date Tue, 22 Dec 2015 16:58:59 GMT

I see that org.apache.commons.math3.stat.descriptive.DescriptiveStatistics
uses the singleton update formulas (from Pebay) for calculating
(un-normalized) moments up to the 4th moment. Is there some reason that
org.apache.commons.math3.stat.descriptive.SummaryStatistics excludes both
third and fourth central moments?

Is it just a matter of computational efficiency, ie. DescriptiveStatistics
calculates moments only when the getter is invoked (and all orders need not
be calculated at once) while the "storeless" SummaryStatistics would need
to calculate all 4 orders at every call to update()? Or is there some other

Mike Brzustowicz

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