1

I have used 5th moment of my data as a feature for classification and it gives good results, but i don't know what it measures? is it a shape parameter like kurtosis and skewness? I'm using matlab's 

m=moment(X,order);

which returns the central sample moment of X specified by the positive integer order.

Rashid
  • 4,326
  • 2
  • 29
  • 54
  • How are you defining the 5th moment? As the expected value of X to the 5th power, as a moment about the mean, or in some other way? I'm thinking that it will act in concert with the skewness - if skewness is negative, so will your 5th moment be negative. If skewness is positive, so will your 5th moment be postive. – soakley Aug 04 '14 at 22:07
  • I've edited my question. we say that skewness measures the asymmetry of distribution but what about 5th moment since it provides such good results. – Rashid Aug 05 '14 at 05:23

0 Answers0