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L-moments


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Measures of location, spread, and other properties of distributions that are computed from linear combinations of the ordered data values x(1)x(2)≤…≤x(n) (with mean , which is the first L-moment). Defining the quantities b1, b2,…,bn-1 by the next three L-moments are 2b1, 6b2 − 6b1 + , and 20b3 − 30b2 + 12b2 + 12b1. The second L-moment is related to the Gini statistic. An advantage of L-moments is that they can be calculated even when distributions have infinite variances.

Subjects: Probability and Statistics.


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