Download MetaTrader 5

Statistical Characteristics

This group of functions calculates the Statistical Characteristics of the array elements:

  • mean,
  • variance,
  • skewness,
  • kurtosis,
  • median,
  • root-mean-square and
  • standard deviation.

Function

Description

MathMean

Calculates the mean (first moment) of array elements

MathVariance

Calculates the variance (second moment) of array elements

MathSkewness

Calculates the skewness (third moment) of array elements

MathKurtosis

Calculates the kurtosis (fourth moment) of array elements

MathMoments

Calculates the first 4 moments (mean, variance, skewness, kurtosis) of array elements

MathMedian

Calculates the median value of array elements

MathStandardDeviation

Calculates the standard deviation of array elements

MathAverageDeviation

Calculates the average absolute deviation of array elements