Category:Definitions/Moments (Probability Theory)

This category contains definitions related to moments in the context of Probability Theory.
Related results can be found in Category:Moments (Probability Theory).

Let $X$ be a random variable on some probability space.

Let $a$ be a real number.

Then the $n$th moment of $X$ about $a$, usually denoted $\map {\mu_n} a$, is defined as:

$\map {\mu_n} a = \expect {\paren {X - a}^n}$

where $\expect X$ denotes the expectation of $X$.