For the first time, we derive explicit closed-form expressions for moments of some beta generalized distributions including the beta gamma, beta normal, beta beta, beta Student t and beta F distributions. These expressions are given as infinite weighted sums of well-known special functions for which numerical routines for computation are available.
Publié le : 2011-03-15
Classification:
Beta beta distribution,
beta F distribution,
beta gamma distribution,
beta normal distribution,
beta Student t distribution,
generalized Kampé de Fériet function,
Lauricellla function of type A
@article{1291387771,
author = {Cordeiro, Gauss M. and Nadarajah, Saralees},
title = {Closed-form expressions for moments of a class of beta generalized distributions},
journal = {Braz. J. Probab. Stat.},
volume = {25},
number = {1},
year = {2011},
pages = { 14-33},
language = {en},
url = {http://dml.mathdoc.fr/item/1291387771}
}
Cordeiro, Gauss M.; Nadarajah, Saralees. Closed-form expressions for moments of a class of beta generalized distributions. Braz. J. Probab. Stat., Tome 25 (2011) no. 1, pp. 14-33. http://gdmltest.u-ga.fr/item/1291387771/