A moment, in Probability theory, refers to a quantity of the form $\mathbf{E}[\prod_i^n X_i^{k_i}]$ defined for a collection of Random variables $X_1, X_2,...,X_n$, and the exponents $k_i$ determine the order of the moment. $\mathbf{E}$ refers to the Expectation.

Moments are also defined in other areas of mathematics, using analogous definitions, where in general we substitute the expectation with a similar sum-like operator. See https://en.wikipedia.org/wiki/Moment_(mathematics)

Examples

• Mean
• Variance