The moment of inertia of a cone about its centered axis, start with the benchmark Intertia formula
I = integral r^2 dm
dm = rho dV (rho is density) (dV is fundamentally volume)
dV = r dr dtheta dx
not going to verify that here but you will glimpse in the integral that this does really pattern the volume. Integral will be refered to as int from here on.
This now types the triple integral
I = rho int(0 to H) int(0 to 2pi) int(0 to r) r^3 dr dtheta dx