Note: this actually has nothing to do with probability theory. Fell free to skip ahead and solve the equations below.
Since I am unable to solve this continuous version of a problem about moments, I am now trying to do something simple but related. Let's say $X$ is a random variable which can take three values $x,y,z$ with probability $1/3$ each. For what values of $x,y,z$ does $X$ have its first, second and third central moments equal?
That is, how to solve the system of equations $$ x+y+z=x^2+y^2+z^2=x^3+y^3+z^3? $$ The first two equations give a sphere which just covers the unit cube $0<|x|,|y|,|z|<1$. But the second equation is harder to tackle. I guess that we can only have trivial solutions at $x,y,z=0,1$, but I am not sure. Writing $p=x+y+z$, we get a cubic with solution $x,y,z$: $$ u^3-pu^2+\frac12 p(p-1)u-\frac{1}{12}p(p-1)(p-2) =0, $$ but that doesn't seem to help.


