Moment ($\mathbb{E}[X^n]$)

The $n$th raw moment of a random variable $X$ is $\mathbb{E}[X^n]$ when this expectation exists.

The absolute moment of order $p>0$ of a random variable $X$ is $\mathbb{E}[|X{|}^p]$ when this expectation is finite.

The $n$th central moment is $\mathbb{E}[(X-\mathbb{E}X{)}^n]$. The first central moment is zero and the second is the variance.