ThmDex – An index of mathematical definitions, results, and conjectures.
Real calculus expression for central moments of gaussian random real number about expectation
Formulation 0
Let $G \in \text{Gaussian}(\mu, \sigma)$ be a D210: Gaussian random real number.
Let $n \in \mathbb{N}$ be a D996: Natural number.
Then \begin{equation} \mathbb{E}[(G - \mu)^n] = \begin{cases} \sigma^n (n - 1) !!, \quad & n \in \{ 0, 2, 4, \ldots \} \\ 0, \quad & n \in \{ 1, 3, 5, \ldots \} \end{cases} \end{equation}