On the tail integral formulae for real-valued random variables-Reference-Cited by-同舟云学术

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On the tail integral formulae for real-valued random variables

Published:2022-10-12 Issue:567 Volume:106 Page:487-493
ISSN:0025-5572
Container-title:The Mathematical Gazette
language:en
Short-container-title:Math. Gaz.

Author:

Nadarajah Saralees,Okorie Idika E.

Abstract

The most important properties of any distribution are its moments. The first four moments, for example, can be used describe any data set fairly well. Moments can also be used for estimation.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Reference16 articles.

1. Conditional tail moments of the exponential family and its related distributions;Kim;North American Actuarial Journal,2010

2. 9. Berkowitz, J. , Testing density forecasts, with applications to risk management, Journal of Business and Economic Statistics 19 (2001) pp. 465-474.

3. Another remark on the alternative expectation formula;Hong;The American Statistician,2015

4. 11. Zambrano, J. A. , Higher-order tail moments in asset-pricing theory in Handbook of global financial markets, World Scientific (2017).

5. Some contributions to contingency-type bivariate distributions

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