This work is an extension of our earlier article, where a well-known integral representation of the logarithmic function was explored and was accompanied with demonstrations of its usefulness in obtaining compact, easily-calculable, exact formulas for quantities that involve expectations of the logarithm of a positive random variable. Here, in the same spirit, we derive an exact integral representation (in one or two dimensions) of the moment of a nonnegative random variable, or the sum of such independent random variables, where the moment order is a general positive non-integer real (also known as fractional moments). The proposed formula is applied to a variety of examples with an information-theoretic motivation, and it is shown how it facilitates their numerical evaluations. In particular, when applied to the calculation of a moment of the sum of a large number, n
, of nonnegative random variables, it is clear that integration over one or two dimensions, as suggested by our proposed integral representation, is significantly easier than the alternative of integrating over n
dimensions, as needed in the direct calculation of the desired moment.
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