A property of a probability distribution. We distinguish between moments and central moments:
* $n^{th}$ moment of $X= \mathbb E[X^n]$
* $n^{th}$ central moment of $X= \mathbb E[(X-\mu)^n]$ ^afe9bc
**Prominent examples:**
* [[Expectation]] is the first moment
* [[Variance]] is the second central moment around $\mu$.