A Simple Point Estimator of the Power of Moments

Shuhua Chang, Deli Li, Yongcheng Qi +1

Let $X$ be an observable random variable with unknown distribution function $F(x)=\mathbb{P}(X\le x),-\infty <x<\infty$, and let \[\ θ= \sup\left \{ r \geq 0:~ \mathbb{E}|…