Abstract

Expressions are given for the truncated fractional moments E(X−a)+p of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. This main result yields expressions for E(X−a)+ when the index of stability α>1, and expressions for fractional absolute and signed moments for any stable law.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.