Cottone, Giulio; Di Paola, Mario; Metzler, Ralf - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 5, pp. 909-920
Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has inverse power-law tails and, consequently, it lacks integer...