Category:Definitions/Moments (Probability Theory)

From ProofWiki
Jump to navigation Jump to search

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 $X$.

Subcategories

This category has only the following subcategory.