Definition:Raw Moment

From ProofWiki
Jump to navigation Jump to search

Definition

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

Then the $n$th raw moment of $X$, usually denoted $\mu'_n$, is defined as:

$\mu'_n = \expect {X^n}$

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

That is, the $n$th raw moment of $X$ is its $n$th moment about $0$.


The first raw moment of $X$ is the mean of $X$, and is instead usually denoted $\mu$.


Also known as

Some sources refer to the raw moment of a random variable as its moment about the origin.


Also see

  • Results about raw moments can be found here.


Sources