The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions

DOI10.1007/BF02613528zbMath0693.62012OpenAlexW1991636280MaRDI QIDQ908615

M. C. Jones

Publication date: 1990

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176301

zbMATH Keywords

momentsharmonic meannoncentral chi-squared distributionexpectations of positive functions of random variablesincomplete momentmixtures of weighted distributionspartially-truncated distributionpositive-part Stein estimateweighted mixture distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• An explicit formula for the risk of James-Stein estimators
• The noncentral chi-squared distribution with zero degrees of freedom and testing for uniformity

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