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| author | Connor Moore <connor@hhmoore.ca> | 2026-04-25 21:38:01 -0400 |
|---|---|---|
| committer | Connor Moore <connor@hhmoore.ca> | 2026-04-25 21:38:01 -0400 |
| commit | d5962d232258996da4969fe00b4fd117d003e479 (patch) | |
| tree | 876ed981a609f623e835fbed33685b9538c42608 /report/figures/tracy-widom-approx/pdf_stats.m | |
| parent | 0fbccda615fa0b15b048b5723e5bfb359f95cd9a (diff) | |
Finished section 2 and section 3
Diffstat (limited to 'report/figures/tracy-widom-approx/pdf_stats.m')
| -rw-r--r-- | report/figures/tracy-widom-approx/pdf_stats.m | 21 |
1 files changed, 21 insertions, 0 deletions
diff --git a/report/figures/tracy-widom-approx/pdf_stats.m b/report/figures/tracy-widom-approx/pdf_stats.m new file mode 100644 index 0000000..4c440db --- /dev/null +++ b/report/figures/tracy-widom-approx/pdf_stats.m @@ -0,0 +1,21 @@ +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 |
