2005•Encyclopedia of BiostatisticsRequires access

Moments

Kenneth J. Koehler

Abstract

Abstract The r th moment of a random variable X is the expectation of the r th power of X . Moments may also be taken about a constant c by taking powers of X − c , and central moments take c as the mean of the distribution. Related concepts are absolute moments, factorial moments, and cumulants. The method of moments is a method of estimation by equating estimated moments to theoretical values expressed in terms of parameters.

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Available abstract

Key concepts: Cumulant, Mathematics, Moment (physics), Method of moments (probability theory), Central moment, Equating, L-moment, Random variable