| Computes a statistic related to the Fourth Central Moment. Specifically,
what is computed is the sum of
(x_i - xbar) ^ 4,
where the x_i are the
sample observations and xbar is the sample mean.
The following recursive updating formula is used:
Let
- dev = (current obs - previous mean)
- m2 = previous value of
SecondMoment
- m2 = previous value of
ThirdMoment
- n = number of observations (including current obs)
Then
new value = old value - 4 * (dev/n) * m3 + 6 * (dev/n)^2 * m2 +
[n^2 - 3 * (n-1)] * dev^4 * (n-1) / n^3
Returns Double.NaN if no data values have been added and
returns 0 if there is just one value in the data set.
Note that this implementation is not synchronized. If
multiple threads access an instance of this class concurrently, and at least
one of the threads invokes the increment() or
clear() method, it must be synchronized externally.
version:
$Revision: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $ | 