Express moment / expectation value in lower order expectation values

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Discussion Overview

The discussion revolves around the proof of an equation relating the sixth moment of a random variable to its lower order moments and standard deviation. The focus is on the validity of the proposed equation and its derivation, with references to Taylor approximations and moment relationships.

Discussion Character

  • Technical explanation, Debate/contested, Mathematical reasoning

Main Points Raised

  • One participant seeks a proof for the equation = 6 + 15s24, where denotes an expectation value and s is the standard deviation.
  • Another participant asserts that the equation is not generally true, providing the example that if = 0, then will not equal 0 unless x = 0.
  • A later reply reiterates the claim that the equation is not universally valid and mentions it as a first order Taylor approximation.
  • One participant presents related equations, stating = 2 + s2 and - 2 ≈ 4s22, and attempts to combine these to derive = 4 + 6s22, but notes that this approach does not easily extend to .

Areas of Agreement / Disagreement

Participants express disagreement regarding the validity of the proposed equation, with no consensus reached on its general applicability.

Contextual Notes

The discussion highlights the limitations of the proposed equation, particularly in specific cases such as when = 0, and the challenges in extending derived relationships to higher moments.

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Hello everybody,

I'm looking for a proof of the following equation:

<x6> = <x>6+15s2<x>4

where the brackets denote an expectationvalue and s is the standard deviation.

Thanks in advance!
 
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It is not true in general. For example if <x> = 0, <x6> will not = 0 unless x = 0 itself.
 
mathman said:
It is not true in general. For example if <x> = 0, <x6> will not = 0 unless x = 0 itself.

Sorry, I forgot to mention. It's a first order Taylor approximation.

Thanks for the reply,

Cheers
 
We have for example:

<x2> = <x>2+s2


<x4> - <x2>2 ≈ 4s2<x>2 (to first order)

Now combining both equations yields:

<x4> = <x>4+6s2<x>2

Unfortunately this doesn't work that easily for <x6>
 

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