On regularly varying moments for power series distributions
Author(s) -
Slavko Simić
Publication year - 2006
Publication title -
publications de l institut mathematique
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.246
H-Index - 17
eISSN - 1820-7405
pISSN - 0350-1302
DOI - 10.2298/pim0694253s
Subject(s) - series (stratigraphy) , power series , mathematics , function (biology) , order (exchange) , distribution (mathematics) , power (physics) , mathematical analysis , power function , distribution function , method of moments (probability theory) , asymptotic expansion , physics , statistics , geology , thermodynamics , paleontology , finance , evolutionary biology , estimator , economics , biology
For the power series distribution, generated by an entire function of finite order, we obtain the asymptotic behavior of its regularly varying moments. Namely, we prove that EwX α (X) ∼ (EwX)α (EwX), α> 0 (w →∞ ), where (·) is an arbitrary slowly varying function.
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