On the Characteristic Function of the Generalized Normal Distribution
نویسندگان
چکیده
For the first time, an explicit closed form expression is derived for the characteristic function of the generalized normal distribution (GND). Also derived is an expression for the correlation coefficient between variate-values and their ranks in samples from the GND. The expression for the former involves the Fox-Wright generalized confluent hypergeometric 1Ψ0-function, while the latter is expressed via the Gaussian hypergeometric 2F1. 2000 Mathematics Subject Classification: Primary 62H20; Secondary 60E10, 62G30.
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