Product of Moments

The rth and sth product of Moments about the means on the random variables X and Y (μr,s) is

μr,s=E[(X−μX)r(Y−μY)]=∑x∑y(x−μX)r(y−μY)s⋅fX,Y(x,y) or for continuous:μr,s=∫−∞∞∫−∞∞(x−μx)r(y−μy)s⋅fX,Y(x,y)dxdy(r,s)∈N2

When r=s=1,μ1,1=E[(X−μX)(Y−μY)] is the Covariance of X and Y, cov(X,Y) or σXY

The rth and sth product of moment (about the origin) of the random variables X and Y (μr,s′) is

μr,s′=∑x∑yxrys⋅fX,Y(x,y)=E[XrYs]or for continuous:μr,s′=∫−∞∞∫−∞∞xrys⋅fX,Y(x,y)dxdy(r,s)∈N2

If X and Y are independent: