Moments of a Random Variable

The n-th moment of $X$ is defined as

$$\mathbb{E}\{X^n\}={\int }_{\mathbb{R}}{x}^n{f}_X(x)dx$$

Special cases of the moment

• $n=1$: The Expected Value
• $n=2$: The mean square $X_{rms}^2$

$$\mathbb{E}$$