The th moment of a distribution about zero is defined by
(1) |
(2) |
(3) |
(4) |
(5) | |||
(6) | |||
(7) |
(8) |
The related Characteristic Function is defined by
(9) |
(10) |
See also Characteristic Function, Charlier's Check, Cumulant-Generating Function, Factorial Moment, Kurtosis, Mean, Moment-Generating Function, Skewness, Standard Deviation, Standardized Moment, Variance
References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Moments of a Distribution: Mean, Variance, Skewness, and So Forth.'' §14.1 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 604-609, 1992.
© 1996-9 Eric W. Weisstein