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procedures. Several probabilistic descriptive measures are obtained, including moments, Lorenz and Leimkuhler curves and Gini …
Persistent link: https://www.econbiz.de/10011039467
the existence of the moments of the process are also derived. …
Persistent link: https://www.econbiz.de/10011040040
In this paper, we present both integral and infinite series expressions of μqp≡E[(x′Ax)p/(x′Bx)q] when x∼N(μ,In), where p, q are nonnegative real numbers, A is a symmetric matrix, and B is a positive semi-definite matrix. We also present efficient numerical methods for computing μqp...
Persistent link: https://www.econbiz.de/10011041907
conditions take the form of restrictions on algebraic combinations of moments of the probability distributions in question. The …
Persistent link: https://www.econbiz.de/10011111091
For a general class of collision operators, we perform an asymptotic analysis of the moments of the stationary … separable kernels, which are also known as “relaxation time approximations”. It turns out that the behaviour of the moments is …
Persistent link: https://www.econbiz.de/10011060701
normalization). For the proof, we calculate the critical value for the existence of harmonic moments of W, and show an equivalence … for all the moments of Zn. Central limit theorems on W−Wn and logZn are also established. …
Persistent link: https://www.econbiz.de/10011064888
Persistent link: https://www.econbiz.de/10005395760
Persistent link: https://www.econbiz.de/10005395857
We consider statistical inference on parameters of a distribution when only pooled data are observed. A moment-based estimating equation approach is proposed to deal with situations where likelihood functions based on pooled data are difficult to work with. We outline the method to obtain...
Persistent link: https://www.econbiz.de/10005278941
moment formula is used to derive the first four central moments in terms of the mean and variance of the underlying normal … and in terms of lower moments of the truncated distribution. Bounding and monotonicity of the moments of the truncated …
Persistent link: https://www.econbiz.de/10011241949