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The Determination of Partial Moments

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  • Robert L. Winkler

    (Indiana University)

  • Gary M. Roodman

    (Dartmouth College)

  • Robert R. Britney

    (University of Western Ontario)

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    Abstract

    In statistical decision theory, computations often involve the partial moments of a random variable. Several methods for determining partial moments are discussed, including direct calculation, the use of general formulas which apply to entire families of distributions, and the use of partial moment generating functions. Using these methods, formulas (some involving recursive relationships) are developed for the partial moments of a number of frequently encountered distributions and compared with the corresponding formulas for complete moments.

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    File URL: http://dx.doi.org/10.1287/mnsc.19.3.290
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    Bibliographic Info

    Article provided by INFORMS in its journal Management Science.

    Volume (Year): 19 (1972)
    Issue (Month): 3 (November)
    Pages: 290-296

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    Handle: RePEc:inm:ormnsc:v:19:y:1972:i:3:p:290-296

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    Cited by:
    1. Horowitz, I. & Thompson, P., 1995. "The sophisticated decision maker: All work and no pay?," Omega, Elsevier, vol. 23(1), pages 1-11, February.
    2. Lau, Hon-Shiang & Lau, Amy Hing-Ling, 1997. "Reordering strategies for a newsboy-type product," European Journal of Operational Research, Elsevier, vol. 103(3), pages 557-572, December.
    3. Chen, Liang-Hsuan & Chen, Ying-Che, 2010. "A multiple-item budget-constraint newsboy problem with a reservation policy," Omega, Elsevier, vol. 38(6), pages 431-439, December.
    4. Hing-Ling Lau, Amy & Lau, Hon-Shiang, 2001. "Some two-echelon style-goods inventory models with asymmetric market information," European Journal of Operational Research, Elsevier, vol. 134(1), pages 29-42, October.
    5. Ivica Dus & Raimond Maurer & Olivia S. Mitchell, 2003. "Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans," Working Papers wp063, University of Michigan, Michigan Retirement Research Center.
    6. Eling, Martin & Gatzert, Nadine & Schmeiser, Hato, 2009. "Minimum standards for investment performance: A new perspective on non-life insurer solvency," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 113-122, August.
    7. Hing-Ling Lau, Amy & Lau, Hon-Shiang & Willett, Keith D., 2000. "Demand uncertainty and returns policies for a seasonal product: An alternative model," International Journal of Production Economics, Elsevier, vol. 66(1), pages 1-12, June.
    8. Hing-Ling Lau, Amy & Lau, Hon-Shiang, 1998. "Decision models for single-period products with two ordering opportunities," International Journal of Production Economics, Elsevier, vol. 55(1), pages 57-70, June.

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