Category:Central Moments
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This category contains results about Central Moments.
Definitions specific to this category can be found in Definitions/Central Moments.
Let $X$ be a random variable on some probability space with mean $\mu$.
Then the $n$th central moment of $X$, usually denoted $\mu_n$, is defined as:
- $\mu_n = \expect {\paren {X - \mu}^n}$
where $\expect X$ denotes the expectation of $X$.
That is, the $n$th central moment of $X$ is its $n$th moment about $\mu$.
The second central moment of $X$ is the variance of $X$, and is instead usually denoted $\sigma^2$.
Pages in category "Central Moments"
This category contains only the following page.