EconPapers    
Economics at your fingertips  
 

The first negative moment in the sense of the Cauchy principal value

Chien-Yu Peng

Statistics & Probability Letters, 2008, vol. 78, issue 13, 1765-1774

Abstract: Alternative sufficient conditions, for the existence and finiteness of the first negative moment of a continuous density function defined on the real line, are established in the sense of the (Cauchy) principal value. Using the principal value sense for practical applications, we derive explicit expressions of the reciprocal moment of a skew-normal distribution. In addition, some interesting properties discovered from the skew-symmetric model are also obtained. Finally, a case example is used to illustrate the concepts in lifetime data analysis.

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00038-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:13:p:1765-1774

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:78:y:2008:i:13:p:1765-1774