Central moment

A moment about the mean (also known as a central moment) is... what exactly is a moment about the mean?

• The first moment about the mean is the mean.

• The second moment about the mean is variance.

• The third moment about the mean is skewness.

• The fourth moment about the mean is kurtosis.

It is possible to define fifth, sixth and any higher order moments as well; but only the first four commonly have names.

The kth central moment of a distribution is defined as:

μ_k = E(x-x_mean)^k

where E(x) is the expected value of x.