Truncated fractional moments of stable laws

被引：2

作者：

Nolan, John P. ^{[1
]}

机构：

[1] Amer Univ, Washington, DC 20016 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2018年 / 137卷

关键词：

Stable distribution; Truncated moments; Fractional moments;

D O I：

10.1016/j.spl.2018.02.009

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Expressions are given for the truncated fractional moments E(X - a)(+)(p) of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. This main result yields expressions for E(X - a)(+) when the index of stability alpha > 1, and expressions for fractional absolute and signed moments for any stable law. (C) 2018 Elsevier B.V. All rights reserved.

引用

页码：312 / 318

页数：7