Power means of random variables and characterizations of distributions via fractional calculus
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866913529645236224 |
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| author | Okamura, Kazuki Otobe, Yoshiki |
| author_facet | Okamura, Kazuki Otobe, Yoshiki |
| contents | We investigate fractional moments and expectations of power means of complex-valued random variables by using fractional calculus. We deal with both negative and positive orders of the fractional derivatives. The one-dimensional distributions are characterized in terms of the fractional moments without any moment assumptions. We explicitly compute the expectations of the power means for both the univariate Cauchy distribution and the Poincaré distribution on the upper-half plane. We show that for these distributions the expectations are invariant with respect to the sample size and the value of the power. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_02698 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Power means of random variables and characterizations of distributions via fractional calculus Okamura, Kazuki Otobe, Yoshiki Probability 60E10, 62E10, 26A33 We investigate fractional moments and expectations of power means of complex-valued random variables by using fractional calculus. We deal with both negative and positive orders of the fractional derivatives. The one-dimensional distributions are characterized in terms of the fractional moments without any moment assumptions. We explicitly compute the expectations of the power means for both the univariate Cauchy distribution and the Poincaré distribution on the upper-half plane. We show that for these distributions the expectations are invariant with respect to the sample size and the value of the power. |
| title | Power means of random variables and characterizations of distributions via fractional calculus |
| topic | Probability 60E10, 62E10, 26A33 |
| url | https://arxiv.org/abs/2312.02698 |