The Determination of Partial Moments

Robert L. Winkler, Gary M. Roodman and Robert R. Britney
Additional contact information
Robert L. Winkler: Indiana University
Gary M. Roodman: Dartmouth College
Robert R. Britney: University of Western Ontario

Management Science, 1972, vol. 19, issue 3, 290-296

Abstract: In statistical decision theory, computations often involve the partial moments of a random variable. Several methods for determining partial moments are discussed, including direct calculation, the use of general formulas which apply to entire families of distributions, and the use of partial moment generating functions. Using these methods, formulas (some involving recursive relationships) are developed for the partial moments of a number of frequently encountered distributions and compared with the corresponding formulas for complete moments.

Date: 1972
References: Add references at CitEc
Citations: View citations in EconPapers (36)

Downloads: (external link)
http://dx.doi.org/10.1287/mnsc.19.3.290 (application/pdf)

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:inm:ormnsc:v:19:y:1972:i:3:p:290-296

Access Statistics for this article

More articles in Management Science from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().