{"title":"Central g-moments of the order n for random variables","authors":"S. Medić, T. Grbić, I. Štajner-Papuga, G. Grujic","doi":"10.1109/SISY.2014.6923601","DOIUrl":null,"url":null,"abstract":"In this paper, the definitions of central g-moments of the order n, n ϵN for random variables and g-expectation for a random variable are given. With the suitable choice of the generator g, and choosing different values for n, it is possible to calculate central g-moments of the order n even for a random variable f for which neither expectation nor higher moments do not exist.","PeriodicalId":277041,"journal":{"name":"2014 IEEE 12th International Symposium on Intelligent Systems and Informatics (SISY)","volume":"37 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2014 IEEE 12th International Symposium on Intelligent Systems and Informatics (SISY)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SISY.2014.6923601","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, the definitions of central g-moments of the order n, n ϵN for random variables and g-expectation for a random variable are given. With the suitable choice of the generator g, and choosing different values for n, it is possible to calculate central g-moments of the order n even for a random variable f for which neither expectation nor higher moments do not exist.
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