Properties of Distributions univariate/bivariate/multivariate distribution probability distributions probability density function (p(z)) [P(z{1}\leq z \leq z{2})=\int{z{1}}^{z_{2}}p(x)dz] What is moment about the origin? Moments. The moments of a distribution are a set of parameters that summarize it. Given a random variable (X), its first moment about the origin, denoted , is defined to be (E[X]). Its second moment about the origin is the population variance. eg.