Moment Theorem
Theorem:
For a random variable
,
![]() |
(D.47) |
where



![]() |
(D.48) |
(Note that


Proof: [201, p. 157]
Let
denote the
th moment of
, i.e.,
![]() |
(D.49) |
Then

where the term-by-term integration is valid when all moments
are
finite.
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