Calculating the n-th moment of a RV, including negative fractional moments I am stuck trying to solve the following exercise..
Let $X: \Omega\to [a,b] \subset \mathbb R$ be a uniformly distributed random variable. Compute the n-th moment of $X$, i.e. compute $\mathbb E[X^n]$ for any $n > −1.$ (note that you should also include negative fractional moments!
The fact that n can be smaller than 0 is making it very difficult for me to understand what I am supposed to do.. Any help?

*

*find out the distribution of $X$

*find out how to compute expectation values $E[\cdots]$ with anything on the dots.

Put these together.
