Questions tagged [partial-moments]

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3
votes
0answers
33 views

Measures of central tendency for right-skewed size distributions

Suppose we are looking at a right-skewed size distribution such as the distributions of income, casualty losses, or flood sizes, and we want to look at some alternative measures to jointly represent ...
1
vote
0answers
35 views

Partial quantile moments?

The integral from 0 to x* of x to the n times pdf(x) is usually called the nth partial moment function. Does the corresponding integral from 0 to y* of y to the n of the quantile density function, qdf(...
36
votes
3answers
4k views

How does saddlepoint approximation work?

How does saddlepoint approximation work? What sort of problem is it good for? (Feel free to use a particular example or examples by way of illustration) Are there any drawbacks, difficulties, things ...
14
votes
1answer
688 views

When would we use tantiles and the medial, rather than quantiles and the median?

I can't find definitions for either tantile or medial on Wikipedia or Wolfram Mathworld, but the following explanation is given in Bílková, D. and Mala, I. (2012), "Application of the L-moment method ...
31
votes
4answers
20k views

What is the difference between finite and infinite variance

What is the difference between finite and infinite variance ? My stats knowledge is rather basic; Wikipedia / Google wasn't much help here.
19
votes
3answers
4k views

Moments of a distribution - any use for partial or higher moments?

It is usual to use second, third and fourth moments of a distribution to describe certain properties. Do partial moments or moments higher than the fourth describe any useful properties of a ...