Recent content by kentrbailey

After I sent my post to the question you did NOT ask (with absolute value signs), I realized you might have meant it just the way you posed it! Here is a counterexample to the question you ACTUALLY posed. Let X and Y both have 2-point distributions. X is 9 with probability 0.1 and -1...

I assume you mean that the higher moments (3, 4, etc.) of |X| are always higher for X than Y. If that is what you mean, then I think I can provide a counter example. Consider X to be the absolute value of a rescaled version (standard deviation 1) of a central T distribution on 9 degrees of...