How to calculate the moments of a new pdf? Hello! I have developed the PDF (probability density function) of a new distribution. I want to calculate their moments (mean, sd, skewness, kurtosis). How can I do this? Consuli 
There are standard formulas for the moments: $m_n=\int_{\infty}^{\infty} x^n f(x)dx$, where f(x) is the probability density function. 
Thanks. Meanwhile I have found the following integrals to calculate the moments: E(x) = Integral f(x) * x dx Var(x) = Integral f(x) * (xE(x))^2 dx s= Var(x)^0.5 M3= Integral f(x) * ((xE(x))/s)^3 dx M4= Integral f(x) * ((xE(x))/s)^4 dx Where fx) refers to the pdf of the distribution. Are these equivalent to your formula? Consuli 
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To get this on to point. My formulas would work out for any distribution, but yours only for standardized distribution, like the standard normal distribution? Sorry for the little inconvenience, but I need to know in detail, simply. Consuli 
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