From d5962d232258996da4969fe00b4fd117d003e479 Mon Sep 17 00:00:00 2001 From: Connor Moore Date: Sat, 25 Apr 2026 21:38:01 -0400 Subject: Finished section 2 and section 3 --- report/figures/tracy-widom-approx/pdf_stats.m | 21 +++++++++++++++++++++ 1 file changed, 21 insertions(+) create mode 100644 report/figures/tracy-widom-approx/pdf_stats.m (limited to 'report/figures/tracy-widom-approx/pdf_stats.m') 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 -- cgit v1.2.3