Moment
For a random variable and , the quantity is the -th moment of , whenever it is well-defined.
Definition 3.18 (Moment)
Let be a random variable and . We call the -th moment of , as long as it is well-defined.
Moments and the variance
The second moment determines the spread of through
Derivatives of the probability generating function produce moments of this kind: and more generally , from which .
Related
Stated in
- Definition 3.18 (Moment)§3.2 Variance and Covariance