安鸿志. 关于绝对矩的几个性质[J]. 应用概率统计, 2006, 22(3): 233-236.
引用本文: 安鸿志. 关于绝对矩的几个性质[J]. 应用概率统计, 2006, 22(3): 233-236.
AN Honzhi. Some Properties of the Absolute Moment[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(3): 233-236.
Citation: AN Honzhi. Some Properties of the Absolute Moment[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(3): 233-236.

关于绝对矩的几个性质

Some Properties of the Absolute Moment

  • 摘要: 本文研究了独立随机变量之和的绝对矩的几个性质, 其中包括\ep|X+Y|-\ep|X-Y|的表达式, 这里X和Y是相互独立的随机变量.

     

    Abstract: We discuss several properties of the absolute moment of sums of independent random variables, including the expression of \ep|X+Y|-\ep|X-Y|, where X and Y are i.i.d. random variables.

     

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