

Probability Theory and Statistical Inference. An introduction to probability theory and its applications. A First Course in Digital Communications.

Some examples are covariance, coskewness and cokurtosis. is called the covariance and is one of the basic characteristics of dependency between random variables. The n-th raw moment (i.e., moment about zero) of a distribution is defined by

In the mid-nineteenth century, Pafnuty Chebyshev became the first person to think systematically in terms of the moments of random variables. The same is not true on unbounded intervals ( Hamburger moment problem). The mathematical concept is closely related to the concept of moment in physics.įor a distribution of mass or probability on a bounded interval, the collection of all the moments (of all orders, from 0 to ∞) uniquely determines the distribution ( Hausdorff moment problem). If the function is a probability distribution, then the first moment is the expected value, the second central moment is the variance, the third standardized moment is the skewness, and the fourth standardized moment is the kurtosis. If the function represents mass density, then the zeroth moment is the total mass, the first moment (normalized by total mass) is the center of mass, and the second moment is the moment of inertia. In mathematics, the moments of a function are certain quantitative measures related to the shape of the function's graph. For the physical concept, see Moment (physics).
