ThmDex – An index of mathematical definitions, results, and conjectures.
Density partition for natural number moment of a random real number
Formulation 0
Let $X \in \text{Random}(\mathbb{R})$ be a D3161: Random real number such that
(i) $f$ is a D209: Probability density function for $X$
Let $n \in \mathbb{N}$ be a D996: Natural number such that
(i) \begin{equation} \mathbb{E} |X|^n < \infty \end{equation}
Then \begin{equation} \mathbb{E}(X^n) = \int^{\infty}_{-\infty} x^n f(x) \, d x \end{equation}