Moment

probability-theory

Definition

Moment

A moment is a quantitative measure that describe the shape of a probability distribution.

Types

Raw Moment

Definition

Raw Moment

A raw moment (or simply, a moment) is calculated about the origin (zero). The $k$-th raw moment of a random variable $X$ is given by:

$$\mathbb{E}[X^k]$$

Note that for $k=1$, the raw moment is exactly the expected value. That’s why the expected value is called first raw moment.

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