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Factorial moment

expectation or average of the falling factorial of a random variable

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Record originEnglish Wikipedia
Text licenseCC BY-SA 4.0
Source revisionAug 21, 2026
Entity authorityQ716168 ↗
Source-derived summary

In probability theory, the factorial moment is a mathematical quantity defined as the expectation or average of the falling factorial of a random variable. Factorial moments are useful for studying non-negative integer-valued random variables, and arise in the use of probability-generating functions to derive the moments of discrete random variables.

Factorial moments serve as analytic tools in the mathematical field of combinatorics, which is the study of discrete mathematical structures.

Definition

For a natural number r, the r-th factorial moment of a probability distribution on the real or complex numbers, or, in other words, a random variable X with that probability distribution, is

E

⁡

[

(

X

)

r

]

=

E

⁡

[

X

(

X

−

1

)

(

X

−

2

)

⋯

(

X

−

r

+

1

)

]

,

{\displaystyle \operatorname {E} {\bigl [}(X)_{r}{\bigr ]}=\operatorname {E} {\bigl [}X(X-1)(X-2)\cdots (X-r+1){\bigr ]},}

where the E is the expectation (operator) and

(

x

)

r

:=

x

(

x

−

1

)

(

x

−

2

)

⋯

(

x

−

r

+

1

)

⏟

r

factors

≡

x

!

(

x

−

r

)

!

{\displaystyle (x)_{r}:=\underbrace {x(x-1)(x-2)\cdots (x-r+1)} _{r{\text{ factors}}}\equiv {\frac {x!}{(x-r)!}}}

is the falling factorial, which gives rise to the name, although the notation (x)r varies depending on the mathematical field. Of course, the definition requires that the expectation is meaningful, which is the case if (X)r ≥ 0 or E[|(X)r|] < ∞.

If X is the number of successes in n trials, and pr is the probability that any r of the n trials are all successes, then

E

⁡

[

(

X

)

r

]

=

n

(

n

−

1

)

(

n

−

2

)

⋯

(

n

−

r

+

1

)

p

r

{\displaystyle \operatorname {E} {\bigl [}(X)_{r}{\bigr ]}=n(n-1)(n-2)\cdots (n-r+1)p_{r}}

Examples

Poisson distribution

If a random variable X has a Poisson distribution with parameter λ, then the factorial moments of X are

E

⁡

[

(

X

)

r

]

=

λ

r

,

{\displaystyle \operatorname {E} {\bigl [}(X)_{r}{\bigr ]}=\lambda ^{r},}

which are simple in form compared to its moments, which involve Stirling numbers of the second kind.

Binomial distribution

If a random variable X has a binomial distribution with success probability p ∈ [0,1] and number of trials n, then the factorial moments of X are

E

⁡

[

(

X

)

r

]

=

(

n

r

)

p

r

r

!

=

(

n

)

r

p

r

,

{\displaystyle \operatorname {E} {\bigl [}(X)_{r}{\bigr ]}={\binom {n}{r}}p^{r}r!=(n)_{r}p^{r},}

where by convention,

(

n

r

)

{\displaystyle \textstyle {\binom {n}{r}}}

and

(

n

)

r

{\displaystyle (n)_{r}}

are understood to be zero if r > n.

Editorial summary

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This entry incorporates text from “Factorial moment” on English Wikipedia. Contributors are listed in the page history. Text is available under the Creative Commons Attribution-ShareAlike 4.0 License. Selected authority identifiers and statements are retrieved from Wikidata under CC0; their references and qualifiers remain part of the verification path.