A MOMENT IDENTITY

DOI10.1111/J.1467-842X.1986.TB00600.XMaRDI QIDQ3719623zbMATH OpenOpenAlexFDO

Authors M. C. Jones

Publication date 1986

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.1986.tb00600.x

zbMATH Keywords

expectations of functions of random variablesmoment identityshrinkage estimatorssimultaneous parameter estimationweighted distributions

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistical distribution theory (62E99) Point estimation (62F10)

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Cited in

(10)

• On moments of ratios of quadratic forms in normal variables
• The time-identity tradeoff
• Moment identity for discrete random variable and its applications
• A grasp of identity
• New moment-identities based on the integrated survival function
• On the relationship between the Poisson-exponential model and the non-central chi-squared distribution
• scientific article; zbMATH DE number 4098751 (Why is no real title available?)
• A catalogue of hidden momenta
• Recurrence relations for noncentral density, distribution functions and inverse moments
• The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions

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