A moment μ_n of a univariate probability density function P(x) taken about the mean μ = μ_1^, , μ_n | = | 〈(x - 〈x〉)^n 〉 | = | integral(x - μ)^n P(x) d x, where 〈X〉 denotes the expectation value. The central moments μ_n can be expressed as terms of the raw moments μ_n^, (i.e., those taken about zero) using the binomial transform μ_n = sum_(k = 0)^n(n k)(-1)^(n - k) μ_k^, μ_1^(, n - k), with μ_0^, = 1.
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