Title :
Central g-moments of the order n for random variables
Author :
Medic, Slavica ; Grbic, Tatjana ; Stajner-Papuga, Ivana ; Grujic, Gabrijela
Author_Institution :
Fac. of Tech. Sci., Univ. of Novi Sad, Novi Sad, Serbia
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.
Keywords :
random processes; set theory; central g-moments; g-expectation; random variables; Chebyshev approximation; Generators; Informatics; Intelligent systems; Random variables; Terrorism; Pseudo; Pseudo-integral; Random variable; g-expectation; g-integral; g-moments of order n; operations;
Conference_Titel :
Intelligent Systems and Informatics (SISY), 2014 IEEE 12th International Symposium on
Conference_Location :
Subotica
DOI :
10.1109/SISY.2014.6923601
