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A further remark on the alternative expectation formula

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  • Pingfan Song
  • Shaochen Wang

Abstract

In this note, we give a further remark on the alternative expectation formula. We show that the survival function P(X>x) involved in the integral tail expectation formula can be replaced by P(X≥x) which differs from the formula in the discrete case.

Suggested Citation

  • Pingfan Song & Shaochen Wang, 2021. "A further remark on the alternative expectation formula," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(11), pages 2586-2591, June.
  • Handle: RePEc:taf:lstaxx:v:50:y:2021:i:11:p:2586-2591
    DOI: 10.1080/03610926.2019.1672743
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    Cited by:

    1. Saulius Paukštys & Jonas Šiaulys & Remigijus Leipus, 2023. "Truncated Moments for Heavy-Tailed and Related Distribution Classes," Mathematics, MDPI, vol. 11(9), pages 1-15, May.

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