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Multimedia content is a suitable carrier for secret communication. This paper focuses on the steganalysis technique which aims to get the forensic of secrecy existing in multimedia carriers. A key concern for designing a blind steganalysis algorithm is the selection of statistic features. The Probability Density Function (PDF) moment and Characteristic Function (CF) moment are two typical kinds of statistic features commonly used in blind steganalysis. And generally, the features are computed from the subbands of transform domains, such as the wavelet coefficient subbands, the prediction subbands of wavelet coefficients, the prediction error subbands of wavelet coefficients, the wavelet coefficient subbands of image noise, and the log prediction error subbands of wavelet coefficients. To decide which feature is more sensitive to message embedding and useful for steganalysis is important and urgent. Till now, few works have focused on this topic, and they can only give some experimental results without theoretical analysis. Additionally, few frequency subbands have been investigated. To solve this problem, this paper reviews existing feature computing algorithms, compares the two kinds of features, the PDF moments and the CF moments, by analyzing the change trends of the statistic distribution parameters of various frequency subbands before and after message embedding, and so that provides a theoretical basis for the steganalysis feature selection and extraction. These theoretical results are further confirmed by experimental results. This is the first work to provide thorough theoretical analysis on so many feature computing algorithms. It is expected to provide valuable information to researchers or engineers working in the field of steganography forensics or steganalysis.