Please use this identifier to cite or link to this item: 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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