Definitions
,
Results
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Conjectures
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Set of symbols
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Alphabet
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Deduction system
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Theory
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Zermelo-Fraenkel set theory
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Set
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Binary cartesian set product
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Binary relation
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Map
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Simple map
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Simple function
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Measurable simple complex function
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Simple integral
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Unsigned basic integral
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Unsigned basic expectation
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Basic expectation
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Random real number moment
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Random real number central moment
Random real number kurtosis
Formulation 2
Let $X \in \text{Random}(\mathbb{R})$ be a
D3161: Random real number
such that
(i)
$p \in (0, \infty)$ is a
D5407: Positive real number
(ii)
\begin{equation} \mathbb{E} |X|^4 < \infty \end{equation}
The
kurtosis
of $X$ is the
D993: Real number
\begin{equation} \text{Kurt} X : = \mathbb{E} [ (X - \mathbb{E} X)^4 ] \end{equation}