On Inverse Moments Of Nonnegative Random Variables

DOI: 10.5176/2251-1938_ORS49

Authors: Tien-Chung Hu, Ping-Yan Chen and Wann-Jyi Horng

Abstract:

The asymptotic approximation of inverse moments of nonnegative random variables is obtained under mild conditions. The main result includes the results from [Wu, T. J., Shi, X. P. and Miao, B.Q., 2009. Asymptotic approximation of inverse moments of nonnegative random variables. Statist. Probab. Letter, 79, 1366-1371] and [Shi, X. P., Wu, Y. H., Liu, Y., 2010. A note on asymptotic approximations of inverse moments of nonnegative random variables, Statist. Probab. Letter, 80, 1260-1264].

Keywords: inverse momentt; nonnegative random variables; Markov’s inequality;Cr inequality