arch.univariate.distribution.Distribution.partial_moment¶
- abstract Distribution.partial_moment(n, z=0.0, parameters=None)[source]¶
Order n lower partial moment from -inf to z
- Parameters:
- Returns:
float
Partial moment
Notes
The order n lower partial moment to z is
\[\int_{-\infty}^{z}x^{n}f(x)dx\]See [1] for more details.
References
[1]Winkler et al. (1972) “The Determination of Partial Moments” Management Science Vol. 19 No. 3
- Return type: