Factorial moment -generating function and the Pascal distribution
نویسندگان
چکیده
منابع مشابه
The moment generating function of a bivariate gamma-type distribution
A bivariate gamma-type density function involving a confluent hypergeometric function of two variables is being introduced. The inverse Mellin transform technique is employed in conjunction with the transformation of variable technique to obtain its moment generating function, which is expressed in terms of generalized hypergeometric functions. Its cumulative distribution function is given in c...
متن کاملUsing the empirical moment generating function in testing forthe
We introduce a family of statistics, based on the empirical moment generating function, for testing goodness of t to the two-parameter Weibull distribution or, equivalently, to the type I extreme value model. The asymptotic distribution of these statistics correspond to functionals of an appropriate gaussian limiting process. For one of the statistics considered, we estimate, via simulations, s...
متن کاملOn Moment Generating Function of Generalized Order Statistics from Erlang-Truncated Exponential Distribution
In this paper explicit expressions and some recurrence relations are derived for marginal and joint moment generating functions of generalized order statistics from Erlang-truncated exponential distribution. The results for k-th record values and order statistics are deduced from the relations derived. Further, a characterizing result of this distribution on using the conditional expectation of...
متن کاملSmile Asymptotics II: Models with Known Moment Generating Function
In a recent article the authors obtained a formula which relates explicitly the tail of risk neutral returns with the wing behavior of the Black Scholes implied volatility smile. In situations where precise tail asymptotics are unknown but a moment generating function is available we first establish, under easy-to-check conditions, tail asymptoics on logarithmic scale as soft applications of st...
متن کاملThe Factorial Function and Generalizations
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive o...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Global Journal of Mathematical Sciences
سال: 2004
ISSN: 1596-6208
DOI: 10.4314/gjmas.v2i1.21331