Results 11 to 20 of about 7,057,278 (154)
The moment generating function of a reflected Brownian motion with drift
Results in Applied MathematicsWe derive an explicit formula for the moment generating function of a Brownian motion with drift reflected from above in one barrier. Some other properties of this stochastic process are also reported.
Fredrik Armerin
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Performance analysis of complex field network coding based on moment generating function [PDF]
Tongxin xuebao, 2012 The moment generating function was introduced to analysis closed-form expression for the outage probability that the relays employ complex field network coding,and the effect on symbol error probability with various modulation mode was evaluated.Computer
Gang-zi CHEN, Jing YANG
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Note on the moment generating function of the multivariate normal distribution [PDF]
Miskolc Mathematical NotesWe present a streamlined proof of a formula for the derivatives of the moment generating function of the multivariate normal distribution. We formulate it in terms of the summation of the contractions by pairings, which encodes a combinatorial ...
Kenichi Hirose
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Journal of Mathematical Extension, 2013 . In this note we propose an extended skew-Laplace distribution. We obtain explicit expressions for moment generating function and the two first moments of this distribution.
R. Pourmousa, A. Jamalizadeh
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Nonparametric recursive method for moment generating function kernel-type estimators
, 2022 International audiencen the present paper, we are mainly concerned with the kernel type estimators for the moment generating function. More precisely, we establish the central limit theorem together with the characterization of the bias and the variance ...
Slaoui, Yousri, Bouzebda, Salim
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Moment generating function of non-Markov self-excited claims processes
, 2021 This article establishes the moment generating function (mgf) of self-excited claim processes with memory functions that admit a Fourier's transform representation.
Hainaut, Donatien, Donatien Hainaut
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Generalized Order Statistics from Marshall–Olkin Extended Exponential Distribution
Journal of Statistical Theory and Applications (JSTA), 2019 A.W. Marshall, I. Olkin, Biometrika. 84 (1997), 641–652, introduced an interesting method of adding a new parameter to an existing distribution. The resulting new distribution is called as Marshall–Olkin extended distribution.
Haseeb Athar, Nayabuddin, Saima Zarrin
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, 2023 International audienceWe are mainly concerned with kernel-type estimators for the moment-generating function in the present paper. More precisely, we establish the central limit theorem with the characterization of the bias and the variance for the ...
Elhattab, Issam +7 more
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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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SOME DEFICIENCIES IN USING MOMENT GENERATING FUNCTIONS
, 2004 Two deficiencies in using moment-generating functions are given and illustrated with examples. Many distributions do not have moment generating functions, but every distribution has a unique characteristic function. The use of characteristic functions is
Okolo, Abraham
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