Abstract
The purpose of this note is to derive an alternative expression to that given in Lemma 1 below (due to Hsu, and to von Bahr) for the absolute moments of a random variable, in terms of the characteristic function.
Publisher
Cambridge University Press (CUP)
Reference6 articles.
1. Some theorems on characteristic functions of probability distributions;Pitman;Proc. IVth Berk. Symp.,1960
2. On the Convergence of Moments in the Central Limit Theorem
3. Absolute moments and characteristic functions;Hsu;J. Chinese Math. Soc.,1951
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