ThmDex – An index of mathematical definitions, results, and conjectures.
Set of symbols
Deduction system
Zermelo-Fraenkel set theory
Binary cartesian set product
Binary relation
Simple map
Simple function
Measurable simple complex function
Simple integral
Unsigned basic integral
Unsigned basic expectation
Basic expectation
Random real number moment
Definition D2013
Random real number central moment
Formulation 1
Let $X \in \text{Random}(\mathbb{R})$ be a D3161: Random real number such that
(i) $p \in (0, \infty)$ is a D5407: Positive real number
(ii) \begin{equation} \mathbb{E} |X|^p < \infty \end{equation}
The central moment of $X$ with respect to $p$ and $\lambda \in \mathbb{R}$ is the D993: Real number \begin{equation} \mathbb{E} \left[ (X - \lambda)^p \right] \end{equation}
Random real number kurtosis
Random real number skewness
Basic real calculus expression for moments of centred gaussian random basic real number
Expectation minimises second central moment for random real number
Real calculus expression for moments of standard gaussian random real number