Representations of moments using lower-order conditional moments |
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Authors: | Wei Wang Yannis G Yatracos |
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Institution: | The National University of Singapore, Singapore |
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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. |
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Keywords: | 62E05 62E10 62E99 62N05 |
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