Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148729 | Journal of Statistical Planning and Inference | 2007 | 7 Pages |
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 2k 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Wei Wang, Yannis G. Yatracos,