| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548444 | Statistics & Probability Letters | 2018 | 7 Pages |
Abstract
Expressions are given for the truncated fractional moments E(Xâa)+p of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. This main result yields expressions for E(Xâa)+ when the index of stability α>1, and expressions for fractional absolute and signed moments for any stable law.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
John P. Nolan,