Definition:Moment (Probability Theory)

Definition
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 $X$.

Also see

 * Definition:Raw Moment
 * Definition:Central Moment
 * Definition:Standardized Moment