This video looks at two important and commonly used higher-order
statistics that are useful for characterising a random variable, namely
skewness and kurtosis. The video gives a physical meaning to each
statistic and a mathematical definition. The video shows an example of
calculating skewness for the exponential distribution, and kurtosis for
the standard Laplacian distribution. The video then finishes with
examples of using these higher-order statistics in signal processing
applications.
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.
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