A further remark on the alternative expectation formula

被引：5

作者：

Song, Pingfan ^{[1
]}

Wang, Shaochen ^{[2
]}

机构：

[1] Hefei Univ Technol, Sch Econ, Hefei, Anhui, Peoples R China

[2] South China Univ Technol, Sch Math, Guangzhou, Guangdong, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2021年 / 50卷 / 11期

基金：

中国国家自然科学基金;

关键词：

Expectation; Fubini's theorem; non negative random variable; survival function; COVARIANCE;

D O I：

10.1080/03610926.2019.1672743

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：

In this note, we give a further remark on the alternative expectation formula. We show that the survival function P (X > x)THORN involved in the integral tail expectation formula can be replaced by P(X >=-x) which differs from the formula in the discrete case.

引用

页码：2586 / 2591

页数：6

共 13 条

[1]

[Anonymous], 1940, Schr Math Inst Univ Berlin

[2] Higher-Order Moments Using the Survival Function: The Alternative Expectation Formula [J].

Chakraborti, Subhabrata ;

Jardim, Felipe ;

Epprecht, Eugenio .

AMERICAN STATISTICIAN, 2019, 73 (02) :191-194

[3] On the covariance between functions [J].

Cuadras, CM .

JOURNAL OF MULTIVARIATE ANALYSIS, 2002, 81 (01) :19-27

[4] Another Remark on the Alternative Expectation Formula [J].

Hong, Liang .

AMERICAN STATISTICIAN, 2015, 69 (03) :157-159

[5] A Remark on the Alternative Expectation Formula [J].

Hong, Liang .

AMERICAN STATISTICIAN, 2012, 66 (04) :232-233

[6] Expectation formulas for integer valued multivariate random variables [J].

Kwong, Hok Shing ;

Nadarajah, Saralees .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47 (22) :5514-5518

[7] Demystifying the Integrated Tail Probability Expectation Formula [J].

Lo, Ambrose .

AMERICAN STATISTICIAN, 2019, 73 (04) :367-374

[8] Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau [J].

Lo, Ambrose .

STATISTICS & PROBABILITY LETTERS, 2017, 122 :218-226

[9]

Mardia K. V., 1972, SANKHYA A, V34, P121

[10]

MARDIA KV, 1967, BIOMETRIKA, V54, P235, DOI 10.2307/2333867

← 1 2 →