On Approximation for Inverse Moments of Nonnegative Random Variables

Abstract—The asymptotic approximation for the -th inverse moments of nonnegative random variables is obtained under very mild conditions. The main results include those results in [Wu, T. J., Shi, X. P. and Miao, B.Q., 2009. Asymptotic approximation of inverse moments of nonnegative random variables. Statist. Probab. Letter, 79, 1366-1371] and [Shi, X. P., Wu, Y. H., Liu, Y., 2010. A note on asymptotic approximations of inverse moments of nonnegative random variables, Statist. Probab. Letter, 80, 1260-1264].