Odd central moments of unimodal distributions (Q1181085): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 23:57, 29 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Odd central moments of unimodal distributions |
scientific article |
Statements
Odd central moments of unimodal distributions (English)
0 references
27 June 1992
0 references
The main result of the paper is the following. Let \(F\) be a unimodal probability measure with finite mean \(\mu_ F\). Suppose that \(F\) is non- symmetric and that \[ \inf\{y\in(0,y_{max}):\;h_ F(y)<\mu_ F\}\geq \sup\{y\in(0,y_{max}):\;h_ F(y)>\mu_ F\}, \] where \[ h_ F(y)=(\inf\{x\in R:\;f(x)>y\}+\sup\{x\in R:\;f(x)>y\})/2 \] (\(f\) is the right continuous version of the density of \(F\)). Then, for \(k=1,2,3,\dots\) \[ \int_ R (x-\mu_ F)^{2k+1} F(dx)>0 \] whenever the left hand side is well-defined. The main idea is a new decomposition result for unimodal distributions.
0 references
central moments
0 references
skewness
0 references
unimodal probability measure
0 references