The existence of the first negative moment revisited

Citation
Khuri, André et Casella, George, The existence of the first negative moment revisited, American statistician , 56(1), 2002, pp. 44-47
Journal title
ISSN journal
00031305
Volume
56
Issue
1
Year of publication
2002
Pages
44 - 47
Database
ACNP
SICI code
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.