Questions tagged [partial-moments]
The partial-moments tag has no usage guidance.
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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 ...
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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.
21
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3
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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
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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 ...
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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
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What is the derivation for "Partial Expectation"?
On the Wikipedia page for Log-normal distribution
It is written that
$$E[X|X>k]Pr(X>k)=\int_{k}^{\infty}xf_{X}(x)dx$$
I know it is probably simple, but I am still wondering the derivation. Since ...
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2
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What should the integral of a CDF be called?
This is strictly a nomenclature question. I have no particular problem finding double integrals of the type $\int\int\text{pdf}(y) \, d y \,d x$, and I find them quite useful. Whereas we have a good ...
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3
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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 ...
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Is there a phrase for to describe $xf(x)$ where $f(\cdot)$ is the probability mass function?
We know that $\mathbb{E}[X] = \sum_x xf_{X}(x)$ where $f_X(\cdot)$ is the probability mass function.
Is there any phrase that we use to describe $\sum_{x\le a} xf_X(x)$, or is there any phrase that we ...
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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(...
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Expected value of a random variable with truncation
Let $f:[0,\infty)\to \mathbb R_+$ denote the PDF of a random variable $X$ and $c>0$ a constant. I want to evaluate the following integral:
$$I(c)=\int_0^\infty{\min(x,c)f(x)dx}.$$
This can be ...
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