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https://doi.org/10.1016/j.jspi.2005.11.001
Title: | Representations of moments using lower-order conditional moments | Authors: | Wang, W. Yatracos, Y.G. |
Keywords: | Mean residual life Moment identities Survival function |
Issue Date: | 1-Jan-2007 | Citation: | Wang, W., Yatracos, Y.G. (2007-01-01). Representations of moments using lower-order conditional moments. Journal of Statistical Planning and Inference 137 (1) : 299-305. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jspi.2005.11.001 | Abstract: | Moments and central moments of a random variable X are expressed as integrals of functions of lower-order conditional moments and the cumulative distribution of X. In particular, sample central moments of order 2 k are expressed as the sum of between groups variations, providing an analogue to the analysis of variance. Similar expressions are obtained for the expectations of real-valued and measurable functions of X. © 2005 Elsevier B.V. All rights reserved. | Source Title: | Journal of Statistical Planning and Inference | URI: | http://scholarbank.nus.edu.sg/handle/10635/105331 | ISSN: | 03783758 | DOI: | 10.1016/j.jspi.2005.11.001 |
Appears in Collections: | Staff Publications |
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