Moments and tail reciprocal connections for the random variables having generalized Gamma-Weibull distributions
M.R.Formica, E.Ostrovsky, L.Sirota

TL;DR
This paper explores the relationship between the tail behavior of distributions and their moments for random variables with generalized Gamma-Weibull distributions, extending previous results by Richter.
Contribution
It establishes new bilateral interrelations between tail asymptotics and moments for generalized Gamma-Weibull distributions, generalizing Richter's classical results.
Findings
Derived bilateral relations between tail behavior and moments.
Generalized Richter's results to broader distribution class.
Enhanced understanding of distributional properties for generalized Gamma-Weibull variables.
Abstract
We establish the one-to one bilateral interrelations between an asymptotic behavior for the tail of distributions for random variables and its great moments evaluation. Our results generalize the famous Richter's ones.
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Taxonomy
TopicsStatistical Distribution Estimation and Applications · Probability and Risk Models · Bayesian Methods and Mixture Models
