Nonnegativity of odd functional moments of positive random variables with decreasing density

被引:2
|
作者
Alsmeyer, G [1 ]
机构
[1] CHRISTIAN ALBRECHTS UNIV KIEL,MATH SEMINAR,D-24098 KIEL,GERMANY
关键词
functional moments; skewness; decreasing density;
D O I
10.1016/0167-7152(94)00254-1
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this note we give some results on the nonnegativity of odd functional moments of random variables with a decreasing density. More precisely, we prove by purely elementary arguments, E phi(X - EX)greater than or equal to 0 for suitable functions phi that satisfy phi(x) = -phi(-x) for all x greater than or equal to 0 and random variables X greater than or equal to 0 with a decreasing Lebesgue density on (0,infinity) or counting density on N-0. The motivation came from a problem recently published in Statistica Neerlandica (Vol. 43, p. 66). We give a more specialized result in this paper.
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页码:75 / 82
页数:8
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