IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v26y1996i1p75-82.html
   My bibliography  Save this article

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

Author

Listed:
  • Alsmeyer, Gerold

Abstract

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, Egf(X - EX) [greater-or-equal, slanted] 0 for suitable functions gf that satisfy gf(x) = -gf(-x) for all x [greater-or-equal, slanted] 0 and random variables X [greater-or-equal, slanted] 0 with a decreasing Lebesgue density on (0, [infinity]) or counting density on 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.

Suggested Citation

  • Alsmeyer, Gerold, 1996. "Nonnegativity of odd functional moments of positive random variables with decreasing density," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 75-82, January.
  • Handle: RePEc:eee:stapro:v:26:y:1996:i:1:p:75-82
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-7152(94)00254-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Bélisle, Claude, 1991. "Odd central moments of unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 12(2), pages 97-107, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kim, Byungwon & Schulz, Jörn & Jung, Sungkyu, 2020. "Kurtosis test of modality for rotationally symmetric distributions on hyperspheres," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
    2. Alsmeyer, Gerold & Rösler, Uwe, 2003. "The best constant in the Topchii-Vatutin inequality for martingales," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 199-206, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Averous, J. & Fougères, A. -L. & Meste, M., 1996. "Tailweight with respect to the mode for unimodal distributions," Statistics & Probability Letters, Elsevier, vol. 28(4), pages 367-373, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:26:y:1996:i:1:p:75-82. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.