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Laws of iterated expectations for higher order central moments

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Abstract

Formulae for central moments in terms of conditional moments are derived. The formulae are applied to a model of a randomly stopped sum.

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  1. Institut fuer Aufbaustudien, Universitaet Mannheim, D-6800, Mannheim

    J. Kaehler

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  1. J. Kaehler
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Kaehler, J. Laws of iterated expectations for higher order central moments. Statistical Papers 31, 295–299 (1990). https://doi.org/10.1007/BF02924703

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  • DOI: https://doi.org/10.1007/BF02924703

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