Yeah, OK. It works but you need to make sure to take the limit in a particular way, e.g. convolution with a sequence of approximations to the identity. Also you need to assume that p>−1 since otherwise the statistic diverges even for the continuous distributions.
Yeah, OK. It works but you need to make sure to take the limit in a particular way, e.g. convolution with a sequence of approximations to the identity. Also you need to assume that p>−1 since otherwise the statistic diverges even for the continuous distributions.