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Primary Article

The Existence of the First Negative Moment Revisited

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Pages 44-47 | Published online: 01 Jan 2012
 

Abstract

This article demonstrates the utility of a comparison test for integrals in showing the existence of E(1/X), the first negative moment of a continuous random variable X. In addition, this article presents several extensions and generalizations of the results in a previous work by Piegorsch and Casella.

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