Moments of Distributions

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Summary

This video introduces students to the moments of a distribution and how they can be used to characterize the shape of a distribution. Students apply what they learned to examples of discrete and continuous distributions.

Learning Objectives

After watching this video students will be able to:

  • Explain moments of distributions.
  • Compute moments and understand what they mean.

Funding provided by the Singapore University of Technology and Design (SUTD)

Developed by the Teaching and Learning Laboratory (TLL) at MIT for SUTD

MIT © 2012

Related Resources

Instructor Guide

Moments of Distributions Instructor Guide (PDF)

It is highly recommended that the video is paused when prompted so that students are able to attempt the activities on their own and then check their solutions against the video.

During the video, students will:

  • Inspect an expression for variance to convince them that the resultant value will always be non-negative.
  • Compute the variance and sketch it as a function of p for a simple discrete distribution.
  • Compute the first and second moments and the variance for the uniform distribution.

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Caption

  • English-US (SRT)