Questions tagged [partial-moments]

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53 votes
3 answers
11k 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 ...
  • 266k
46 votes
4 answers
39k 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.
18 votes
1 answer
1k 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 ...
  • 21.5k
7 votes
2 answers
14k views

Integral of a CDF

I'm solving a problem where I've this 'expectation': $$ \int_{0}^y x\cdot f(x) dx $$ where $f(x)$ is a PDF with support on $[0, z]$, with $z>y$. Is there a way to rewrite it without the integral ...
  • 257
21 votes
3 answers
6k 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 ...
  • 2,279