• DocumentCode
    45311
  • Title

    Stochastic computation of moments, mean, variance, skewness and kurtosis

  • Author

    Georgiou, G.M. ; Voigt, K.

  • Author_Institution
    Sch. of Comput. Sci. & Eng., California State Univ., San Bernardino, CA, USA
  • Volume
    51
  • Issue
    9
  • fYear
    2015
  • fDate
    4 30 2015
  • Firstpage
    673
  • Lastpage
    674
  • Abstract
    Stochastic computation of statistical moments and related quantities, such as the mean, variance, skewness and kurtosis, is performed with simple neural networks. The computed quantities can be used to estimate the parameters of input data probability distributions, gauge the normality of data, add useful features to the inputs, preprocess data and for other applications. Such neural networks can be embedded in larger ones that perform signal processing or pattern recognition tasks. Convergence to the correct values is demonstrated with experiments.
  • Keywords
    mathematics computing; neural nets; statistical analysis; data gauge normality; input data probability distributions; neural networks; pattern recognition task; signal processing task; statistical kurtosis; statistical mean; statistical moments; statistical skewness; statistical variance; stochastic computation;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el.2015.0066
  • Filename
    7095681