momentvariasjon
Momentvariasjon is a statistical concept that refers to the change or fluctuation in the moments of a probability distribution or a set of data over time or across different samples. Moments are quantitative measures that describe the shape and characteristics of a distribution. The most common moments include the mean (first moment), variance (second moment), skewness (third moment), and kurtosis (fourth moment).
When these moments exhibit significant variation, it suggests that the underlying process or data-generating mechanism is
In many fields, such as finance, engineering, and time series analysis, understanding moment variation is crucial.