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authorConnor Moore <connor@hhmoore.ca>2026-04-25 21:38:01 -0400
committerConnor Moore <connor@hhmoore.ca>2026-04-25 21:38:01 -0400
commitd5962d232258996da4969fe00b4fd117d003e479 (patch)
tree876ed981a609f623e835fbed33685b9538c42608 /report/figures/tracy-widom-approx/pdf_stats.m
parent0fbccda615fa0b15b048b5723e5bfb359f95cd9a (diff)
Finished section 2 and section 3
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+function [skew, kurtosis] = pdf_stats(x,p)
+
+ % Define some useful bits
+ dx = x(2) - x(1);
+
+ % The expected value (From LibreTexts 4.1)
+ E = @(x) sum(x .* p) * dx;
+
+ % First moment (mean) (From LibreTexts 4.3)
+ mu = E(x)
+
+ % Second moment (variance) (From LibreTexts 4.3)
+ sigma = sqrt(E((x - mu).^2))
+
+ % Third moment (skewness) (From LibreTexts 4.4)
+ skew = E(((x - mu)/sigma).^3)
+
+ % Fourth moment (excess kurtosis) (From LibreTexts 4.4)
+ kurtosis = E(((x - mu)/sigma).^4) - 3
+
+end