2013/01/21 by Muneya Matsui, Matsui, Muneya, Zbyněk Pawlas +1
Decision Sciences · Mathematics · #60E10 #62J05 #62M20 #FOS: Mathematics #Mathematical functions and polynomials #Probability (math.PR) #Probability and Risk Models #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.1301.4804
openalex publication_date 2013/01/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Several convenient methods for calculation of fractional absolute moments are given with application to heavy tailed distributions. We use techniques of fractional differentiation to obtain formulae for E[|X-μ|γ] with 1