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-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 83 Sayı: 10
  • Basım Tarihi: 2013
  • Doi Numarası: 10.1016/j.spl.2013.06.026
  • Dergi Adı: STATISTICS & PROBABILITY LETTERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.2353-2356
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

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.