Results 11 to 20 of about 710,161 (262)
A bimatrix variate gamma distribution
Results in Applied Mathematics, 2022 In this article, a bimatrix gamma distributions is introduced. Various mathematical properties of the proposed distribution like marginal distributions, expected values, entropies, and moment generating function are derived.
Maryam Rafiei +4 more
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Possibilistic moment generating functions
Applied Mathematics Letters, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Paseka, A. +2 more
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A new look at the Heston characteristic function [PDF]
, 2009 A new expression for the characteristic function of log-spot in Heston model is presented. This expression more clearly exhibits its properties as an analytic characteristic function and allows us to compute the exact domain of the moment generating ...
Ferreiro-Castilla, Albert +2 more
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Deriving Mixture Distributions Through Moment-Generating Functions [PDF]
Journal of Statistical Theory and Applications, 2020 This article aims to make use of moment-generating functions (mgfs) to derive the density of mixture distributions from hierarchical models. When the mgf of a mixture distribution doesn't exist, one can extend the approach to characteristic functions to derive the mixture density. This article uses a result given by E.R. Villa, L.A.
Subhash Bagui, Jia Liu, Shen Zhang
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A characterization of the normal distribution [PDF]
Journal of Statistical Theory and Applications (JSTA), 2014 It is shown that the normal distribution with mean zero is characterized by the property that the product of its characteristic function and moment generating function is equal to 1.
Hans Volkmer
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Impact of Pointing Errors on the Performance of Mixed RF/FSO Dual-Hop Transmission Systems [PDF]
, 2013 In this work, the performance analysis of a dual-hop relay transmission system composed of asymmetric radio-frequency (RF)/free-space optical (FSO) links with pointing errors is presented.
Alouini, Mohamed-Slim +2 more
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Mathematics, 2020 In this work, we propose and study a new family of discrete distributions. Many useful mathematical properties, such as ordinary moments, moment generating function, cumulant generating function, probability generating function, central moment, and ...
Mohamed Aboraya +3 more
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Scaling limits for the Lego discrepancy [PDF]
, 1999 For the Lego discrepancy with M bins, which is equivalent with a chi^2-statistic with M bins, we present a procedure to calculate the moment generating function of the probability distribution perturbatively if M and N, the number of uniformly and ...
André van Hameren +10 more
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Jackknife Bias Reduction in the Presence of a Near-Unit Root
Econometrics, 2018 This paper considers the specification and performance of jackknife estimators of the autoregressive coefficient in a model with a near-unit root.
Marcus J. Chambers, Maria Kyriacou
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Moment generating functions of record values from a class of doubly truncated distributions
Journal of Taibah University for Science, 2020 In this paper, we consider a class of doubly truncated distributions. Based on this class, recurrence relation for moment generating functions of record values is derived.
Abd EL-Baset A. Ahmad +2 more
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