Moments and Absolute Moments of the Normal Distribution
Andreas Winkelbauer
TL;DR
This paper compiles and derives formulas for moments and absolute moments of the normal distribution, highlighting their importance and filling gaps in existing textbooks.
Contribution
It provides a comprehensive collection of formulas for normal distribution moments and absolute moments, including derivations often omitted in textbooks.
Findings
Formulas for raw and central moments of the normal distribution.
Formulas for absolute moments of the normal distribution.
Clarification of derivations and completeness of moment formulas.
Abstract
We present formulas for the (raw and central) moments and absolute moments of the normal distribution. We note that these results are not new, yet many textbooks miss out on at least some of them. Hence, we believe that it is worthwhile to collect these formulas and their derivations in these notes.
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Taxonomy
TopicsStatistical Mechanics and Entropy · Probability and Statistical Research · Statistical Distribution Estimation and Applications