The moment function for the ratio of correlated generalized gamma variables


CANDAN Ç. , Orguner U.

STATISTICS & PROBABILITY LETTERS, cilt.83, sa.10, ss.2353-2356, 2013 (SCI İndekslerine Giren Dergi) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 83 Konu: 10
  • Basım Tarihi: 2013
  • Doi Numarası: 10.1016/j.spl.2013.06.026
  • Dergi Adı: STATISTICS & PROBABILITY LETTERS
  • Sayfa Sayıları: ss.2353-2356

Özet

The moment function for the ratio of correlated generalized gamma variables is expressed in terms of special functions. The expression presented generalizes the known moment expression for the integer valued moments to the real valued moments. Approximate formulas, in terms of elementary functions, are provided for low and high correlation regions and some application examples are given. (C) 2013 Elsevier B.V. All rights reserved.