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, Daya K. Nagar, Anis Iranmanesh, Saralees Nadarajah, Shou Shih   +4 more
doaj   +1 more source

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, Rollin, Sebastian del Baño, Utzet, Frederic   +2 more
core   +2 more sources

Possibilistic moment generating functions

Applied Mathematics Letters, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Paseka, A., Appadoo, S.S., Thavaneswaran, A.   +2 more
openaire   +1 more source

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
doaj   +1 more source

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, Ansari, Imran Shafique, Yilmaz, Ferkan   +2 more
core   +2 more sources

A New Family of Discrete Distributions with Mathematical Properties, Characterizations, Bayesian and Non-Bayesian Estimation Methods

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, Haitham M. Yousof, G.G. Hamedani, Mohamed Ibrahim   +3 more
doaj   +1 more source

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, James, Knuth, Kuipers, Leeb, Niederreiter, Ronald Kleiss, Tichy, van Hameren, van Hameren, van Hemeren   +10 more
core   +3 more sources

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
doaj   +1 more source

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, Mohamad A. Fawzy, Yousef F. Alharbi   +2 more
doaj   +1 more source

The discrete weighted exponential distribution and its applications [PDF]

Songklanakarin Journal of Science and Technology (SJST), 2018
We propose a new discrete distribution namely the discrete weighted exponential (dWE) distribution. It is discretization of weighted exponential distribution.
Panpharisa Khongthip, Mena Patummasut, Winai Bodhisuwan   +2 more
doaj   +1 more source