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math.PR2023
Power means of random variables and characterizations of distributions via fractional calculus
Kazuki Okamura, Yoshiki Otobe
We investigate fractional moments and expectations of power means of complex-valued random variables by using fractional calculus. We deal with both negative and positive orders of…
math.PR2022★ 2 cited
Properties of complex-valued power means of random variables and their applications
Yuichi Akaoka, Kazuki Okamura, Yoshiki Otobe
We consider power means of independent and identically distributed (i.i.d.) non-integrable random variables. The power mean is an example of a homogeneous quasi-arithmetic mean. Un…