Definition: Central moment
Index: The Book of Statistical Proofs ▷ General Theorems ▷ Probability theory ▷ Further moments ▷ Central moment
Sources:
Metadata: ID: D98 | shortcut: mom-cent | author: JoramSoch | date: 2020-10-08, 03:37.
Definition: Let $X$ be a random variable with expected value $\mu$ and let $n$ be a positive integer. Then, the $n$-th central moment of $X$ is defined as the $n$-th moment of $X$ about the value $\mu$:
\[\label{eq:mom-cent} \mu_n = \mathrm{E}[(X-\mu)^n] \; .\]- Wikipedia (2020): "Moment (mathematics)"; in: Wikipedia, the free encyclopedia, retrieved on 2020-10-08; URL: https://en.wikipedia.org/wiki/Moment_(mathematics)#Significance_of_the_moments.
Metadata: ID: D98 | shortcut: mom-cent | author: JoramSoch | date: 2020-10-08, 03:37.