2.17 Moments In this section, we introduce moments of a random variable which serve to describe the shape of the distribution of a random variable. Moments about arithmetic mean (central moments) Definition 2.22 If X is a discrete random variable, the rth moment of X about the mean Hi denoted by x, is defined by Br =E(x—w)" = Yo (rH) Pe 7 = 0,152, a IfX is a continuous random variable, the rth moment about the mean is defined by = [ -" foyar Remarks (i) Since w= E(X), we can write = E|X- Efe] (i) If x1, x25... %n are in dual series, i., values of a random variable, with mean , then the rth moment about jis —H)',7=0,1,2,. From the definition of rth moment we have, b= Gian Therefore, we get =Lp= 1 = Ele-wa = Sa Sart a SER) —wEp: =EX|— pA =E(X]— Therefore, j4y E(x] =0 (since y= E(x) =1, 41 =0 for any variable x. n= Ls -n)p,Random Variables 109 =2¢ (37 2a +42) pi = Lan Sante Sn =E(X?)-? or #2 =E(X*) (E(x)? 7: Ee oe nel It is denoted by 0%. The positive square root of Bs iLe:, YaTIBOCe, \¢ standard deviation. The moments about mean are also called the central moments or simply the moments of the distribution. j1), 2 , 3 , pis are called the first four ‘moments of the distribution. Find the first four moments of the following series about mean: 3, 6, 8, 10, 18. 1 We have x1 = 3, 12 = 6, 13 = 8, 14 = 10, x5 = 18 (given) 346+8+10+18 _ 45 5 5 =a) = [o—97 +69)? +(8-9)+ (10-97 +(18-9)7] 128 = F16+9+1+1+81] ee110. Probability and Statistics for Science and Engineering ‘The first four moments about the mean are 0, 97.2, 25.6 and 1588. 2.17.1 Moments about an arbitrary number Definition 2.23 Let X be @ discrete random variable and A be an arbitrary number. The moment about A of X denoted by 1, is defined as H.=El(x—-A)’] = Gr —A)’ pr =0,1,2,.. i If X is a continuous random variable, then 44, is defined as t= [ (eA Fe)der=0,1,2,... The moments about an arbitrary number are also called raw moments. Relation between 1, and If u denotes the rh moment of a distribution about th Peo meat ie mean and #/, denotes the rth moment Hr =H —"Citl, al + "Cau, o(yh)? +. + (I Wir Substituting r=2,3,4,... we get a= 1h "Cah C2 (uh)? = 2h — (uh)? bth —Cunbah +¥Can (yh)? 205)? =H Subyi, +2 (uh)? dull 4h) teu () 4c ~All + 646 (4)? —3 448 Remarks O1=¥ 4%» =Lp=1 ORF a),Random Variables M1 =Yan-4Zy ps isi fi =E(X)-A HH tA Example — The first four moments of a distributi s istribution about x = 2 are : poet Reser yelnes\ol be nae fear cseiral earn x=2 are 1, 2.5, 5.5 and 26 respectively. Solution We have ph = 1,44, = 2.5.44, =5.5,p4,=26 and A = 2. Thus, on = 0,12 = Hh — (u\)? = (2.5) — 1? =1.5 Bs = Hy — alg +2004)? = 5.5 —3(2.5)(1) +2(1)? =5.5-7.5+2=0 4 = He — Sag + 64h (Hh) ~3 04)" = 26 —4(5.5)(1) +6(2.5)(1) +3(1)* =26-22415-3=16 Hy =0,p2 = 1.5, 45 = 0,44 = 16 2.17.2. Moments about origin Definition 2.24 The rth moment about origin of a random variable X, denoted by ¥; is the expected value of X", symbolically n Epi = E(x" for r=0,1,2,..5 when X is discrete, and = E(x] = fx sewer when X is continuous.112. Probabitity and Statistics for Science and Engineering Relation between 41, and V- If wis the arithmetic mean of X, then the distribution Vp = pr + City "Copy 2pP + tHE Putting r= 1,2,3,..., we get Vi = 1,Va= sn +1? Vs = ust Spon tye Remark From the definition of moment about arbitrary number A, we have = Elsa) ] = E (uA) pyr =0,1,2,. : Taking A =0, we obtain ts He ER = ¥ (xi)'p ie, p= Vp