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Discrete distributions from moment generating function
Applied Mathematics and Computation, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
A Tagliani
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Estimation of the Moment Generating Function
Communications in Statistics Part B: Simulation and Computation, 1989A number of statistical problems use the moment generating function (mgf) for purposes other than determining the moments of a distribution. If the distribution is not completely specified, then the mgf must be estimated from available data. The empirical mgf makes no assumptions concerning the underlying distribution except for the existence of the ...
Edward E Gbur, Robert A Collins
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Moment Generating Function of Uncertain Variable
2018 10th International Conference on Intelligent Human-Machine Systems and Cybernetics (IHMSC), 2018Within the framework of uncertainty theory, this paper focuses on the moment generating function of an uncertain variable, which is a useful mathematical analytic tool to deal with uncertain variable. Furthermore, as an extension of moment generating function, Laplace transform of any nonnegative uncertain variable is discussed and some results between
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On numerical inversion of the moment generating function
, 1997 The main purpose of this thesis is to apply an algorithm for the numerical inversion of the Laplace transform that recovers the probability density function (PDF) of a sum of nonnegative continuous random variables. The Laplace transform is used in many disciplines.
Tsang, Andy M
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Testing skew normality via the moment generating function
Mathematical Methods of Statistics, 2010 In this paper, goodness-of-fit tests are constructed for the skew normal law. The proposed tests utilize the fact that the moment generating function of the skew normal variable satisfies a simple differential equation.
Meintanis S G
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On Minimal-Moment Generating Functions
Extremes, 2002For a distribution function \(F\) on \(R_+\) a minimal-moment generation function is defined as \(\varphi(z)=\sum_{k\geq 1}z^{k-1}m_k\), where \(m_k=\mathbf{E}[\min_{1\leq j\leq k} X_j]\), \(X_j\) are i.i.d. with d.f. \(F\). It is shown that under mild conditions \[ F^{-1}\left(1-{1\over \omega+\varepsilon}\right)- F^{-1}\left(1-{1\over \omega ...
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On convergence of moment generating functions
Statistics & Probability Letters, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ushakov, N. G., Ushakov, V. G.
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A Note on the Moment Generating Function
The American Statistician, 1983Abstract A simple proof is given to show that there always exists a neighborhood of zero in which a moment generating function has a power series expansion. Thus, the relation between moments and derivatives of the moment generating function at zero can be obtained without resorting to postcalculus theorems.
S. N.U.A. Kirmani, E. Mirhakkak Esfahani
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Moment-generating function zeros in the study of phase transitions
Physical Review E, 2021Partition function zeros play a central role in the study of phase transitions. Recently, energy probability distribution (EPD) zeros were proposed as an alternative approach that solves some of the implementation issues present in the Fisher zeros method by allowing drastic reduction of the polynomial.
R. G. M. Rodrigues +2 more
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