Moments and Absolute Moments of the Normal Distribution
@article{Winkelbauer2012MomentsAA,
title={Moments and Absolute Moments of the Normal Distribution},
author={A. Winkelbauer},
journal={ArXiv},
year={2012},
volume={abs/1209.4340}
}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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@BULLET Central absolute moments (18): Follows directly from (17) with Φ(α, γ; 0) = 1
- @BULLET Central absolute moments (18): Follows directly from (17) with Φ(α, γ; 0) = 1