I am asking myself how this second moment would be referred to in English:

$$ \frac{E(X^2)} {(EX)^2} $$

I would have called it standardized for instance, but for example Wikipedia refers to standardized moments as something different. Sorry, not a native speaker...

  • 1
    $\begingroup$ Wikipedia also says $\frac{E(X^2)} {(EX)^2}-1 =\frac{\sigma^2}{\mu^2}$ is sometimes called the efficiency $\endgroup$ – Henry Mar 26 at 1:06
  • $\begingroup$ What do you do if $E(X)=0$? $\endgroup$ – Gerry Myerson Mar 26 at 1:52
  • $\begingroup$ @GerryMyerson let's rule that case out $\endgroup$ – MATHX Mar 26 at 13:52

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.