nLab moment

This article is on the concept of moment in probability theory. On some pages ‘moment’ is being used for idempotent (∞,1)-monad, e.g., see negative moment.

Context

Measure and probability theory

measure theory

probability theory

Contents

Definition

For $\mu$ a probability measure on the real line $\mathbb{R}$, its $n$th moment for $n \in \mathbb{N}$ is the expectation value of $x^n$.

Properties

Last revised on September 25, 2016 at 07:20:53. See the history of this page for a list of all contributions to it.