Moment (mathematics)

About: Moment (mathematics) is a research topic. Over the lifetime, 23161 publications have been published within this topic receiving 334729 citations.

On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other

Abstract: Let $x$ and $y$ be two random variables with continuous cumulative distribution functions $f$ and $g$. A statistic $U$ depending on the relative ranks of the $x$'s and $y$'s is proposed for testing the hypothesis $f = g$. Wilcoxon proposed an equivalent test in the Biometrics Bulletin, December, 1945, but gave only a few points of the distribution of his statistic. Under the hypothesis $f = g$ the probability of obtaining a given $U$ in a sample of $n x's$ and $m y's$ is the solution of a certain recurrence relation involving $n$ and $m$. Using this recurrence relation tables have been computed giving the probability of $U$ for samples up to $n = m = 8$. At this point the distribution is almost normal. From the recurrence relation explicit expressions for the mean, variance, and fourth moment are obtained. The 2rth moment is shown to have a certain form which enabled us to prove that the limit distribution is normal if $m, n$ go to infinity in any arbitrary manner. The test is shown to be consistent with respect to the class of alternatives $f(x) > g(x)$ for every $x$.

Visual pattern recognition by moment invariants

Abstract: In this paper a theory of two-dimensional moment invariants for planar geometric figures is presented. A fundamental theorem is established to relate such moment invariants to the well-known algebraic invariants. Complete systems of moment invariants under translation, similitude and orthogonal transformations are derived. Some moment invariants under general two-dimensional linear transformations are also included. Both theoretical formulation and practical models of visual pattern recognition based upon these moment invariants are discussed. A simple simulation program together with its performance are also presented. It is shown that recognition of geometrical patterns and alphabetical characters independently of position, size and orientation can be accomplished. It is also indicated that generalization is possible to include invariance with parallel projection.

Field computation by moment methods

Abstract: From the Publisher: "An IEEE reprinting of this classic 1968 edition, FIELD COMPUTATION BY MOMENT METHODS is the first book to explore the computation of electromagnetic fields by the most popular method for the numerical solution to electromagnetic field problems. It presents a unified approach to moment methods by employing the concepts of linear spaces and functional analysis. Written especially for those who have a minimal amount of experience in electromagnetic theory, this book illustrates theoretical and mathematical concepts to prepare all readers with the skills they need to apply the method of moments to new, engineering-related problems.Written especially for those who have a minimal amount of experience in electromagnetic theory, theoretical and mathematical concepts are illustrated by examples that prepare all readers with the skills they need to apply the method of moments to new, engineering-related problems."

Initial conditions and moment restrictions in dynamic panel data models

Abstract: In this paper we consider estimation of the autoregressive error components model. When the autoregressive parameter is moderately large and the number of time series observations is moderately small, the usual Generalised Methods of Moments (GMM) estimator obtained after first differencing has been found to be poorly behaved. Here we consider alternative linear estimators that are designed to improve the properties of the standard first-differenced GMM estimator. We consider two approaches to estimation. The first approach extends the model by adding the observed initial values as an extra regressor. This allows consistent estimates to be obtained by error-components GLS. This estimator is shown to be equivalent to the optimal GMM estimator for the normal homoskedastic error components model. The second approach considers a mild restriction on the initial condition process under which lagged differences in the dependent variable can be used to construct linear moment conditions in the levels equations. The complete set of moment conditions can then be exploited by a linear GMM estimator in a system of first-differenced and levels equations, rendering the non-linear moment conditions redundant for estimation. This estimator is strictly more efficient than non-linear GMM when the additional restriction is valid. Monte Carlo simulations are reported which demonstrate the dramatic improvement in performance of the proposed estimators compared to the usual first-differenced GMM estimator, especially for high values of the autoregressive parameter.