Here we assume , and define the second central moment , the fourth central moment , etc. The central moments of odd degrees are zero. Considering the symmetry of the normal distribution, these central moments of even degrees are expressed by the following partition indicators.
Then, , , , etc.
Check if this rule works for one-dimension case; are given by
They should be equal to .
In the below, we rather use superscript to indicate the components of . For example, we use , instead of x=. denotes a quadratic form with symmetric matrix
The expectation is
Similarly, for the symmetric 4-form
Similarly, for the symmetric 6-form