{"title":"随机变量的中心g矩是n阶的","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":"{\"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}","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
摘要
本文给出了随机变量的n, n ϵN阶的中心g矩和随机变量的g期望的定义。通过选择合适的生成器g,并为n选择不同的值,即使对于一个既不存在期望矩也不存在更高矩的随机变量f,也可以计算出n阶的中心g矩。
Central g-moments of the order n for random variables
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.