Positive-Part Moments via the Fourier–Laplace Transform
نویسندگان
چکیده
منابع مشابه
Positive-part moments via the Fourier-Laplace transform
Abstract: Integral expressions for positive-part moments E Xp + (p > 0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A necessary and sufficient condition for the validity of such an expression is given. This study was motivated by extremal problems in probability and statistics, where one needs to evaluate such positive-par...
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2010
ISSN: 0894-9840,1572-9230
DOI: 10.1007/s10959-010-0276-9