Raw Moment of Bernoulli Distribution/Proof 1
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Theorem
Let $X$ be a discrete random variable with a Bernoulli distribution with parameter $p$.
Let $n$ be a strictly positive integer.
Then the $n$th raw moment $\expect {X^n}$ of $X$ is given by:
- $\expect {X^n} = p$
Proof
From the definition of expectation:
- $\ds \expect {X^n} = \sum_{x \mathop \in \Img X} x^n \map \Pr {X = x}$
From the definition of the Bernoulli distribution:
- $\ds \expect {X^n} = 1^n \times p + 0^n \times \paren {1 - p} = p$
$\blacksquare$