A method for estimating the power of moments
Abstract Let X be an observable random variable with unknown distribution function F(x)=P(X≤x) $F(x) = \mathbb{P}(X \leq x)$, −∞<x<∞ $- \infty< x < \infty$, and let θ=sup{r≥0:E|X|r<∞}. $$\theta= \sup\bigl\{ r \geq0: \mathbb{E} \vert X \vert ^{r} < \infty\bigr\} . $$ We call θ the p...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2018-03-01
|
| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s13660-018-1645-7 |