Index: The Book of Statistical ProofsGeneral Theorems ▷ Probability theory ▷ Further moments ▷ Central moment

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 $\mu$:

\[\label{eq:mom-cent} \mu_n = \mathrm{E}[(X-\mu)^n] \; .\]

Metadata: ID: D98 | shortcut: mom-cent | author: JoramSoch | date: 2020-10-08, 03:37.