chaospy.approximate_moment

chaospy.approximate_moment(distribution, k_loc, order=100000, rule='clenshaw_curtis', **kwargs)

Approximation method for estimation of raw statistical moments.

Uses quadrature integration to estimate the values.

Args:

distribution (Distribution):

Distribution domain with dim=len(distribution)

k_loc (Sequence[int, …]):

The exponents of the moments of interest with shape == (dim,).

order (int):

The quadrature order used in approximation.

rule (str):

Quadrature rule for integrating moments.

kwargs:

Extra args passed to chaospy.generate_quadrature().

Examples:

>>> distribution = chaospy.Uniform(1, 4)
>>> round(chaospy.approximate_moment(distribution, (1,)), 4)
2.5
>>> round(chaospy.approximate_moment(distribution, (2,)), 4)
7.0