In statistics, L-moments are a sequence of statistics used to summarize the shape of a probability distribution. They are linear combinations of order statistics (L-statistics) analogous to conventional moments, and can be used to calculate quantities analogous to standard deviation, skewness and kurtosis, termed the L-scale, L-skewness and L-kurtosis respectively (the L-mean is identical to the conventional mean). Standardized L-moments are called L-moment ratios and are analogous to standardized moments. Just as for conventional moments, a theoretical distribution has a set of population L-moments. Sample L-moments can be defined for a sample from the population, and can be used as estimators of the population L-moments.
Population L-moments For a random variable X, the rth population L-moment is
λ r = 1 r ∑ k = 0 r − 1 ( − 1 ) k ( r − 1 k ) E [ X r − k : r ] , {\displaystyle \lambda _{r}={\frac {1}{r}}\sum _{k=0}^{r-1}(-1)^{k}{\binom {r-1}{k}}\operatorname {\mathbb {E} } [X_{r-k:r}]\,,}
where Xk:n denotes the kth order statistic (kth smallest value) in an independent sample of size n from the distribution of X and E {\displaystyle \mathbb {E} } denotes expected value operator. In particular, the first four population L-moments are
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