A New Generalized Moment Generating Function of Random Variables

Authors

Bruno Monte Castro, Departament of Statistics, Federal University of Rio Grande do Norte, Natal, Brazil.Follow
Marcelo Bourguignon, Departament of Statistics, Federal University of Rio Grande do Norte, Natal, Brazil.Follow

Author Country (or Countries)

Brazil.

Abstract

Many of the important characteristics and features of a distribution are obtained through the ordinary moments and generating function. The main goal of this paper is to address a new approach to compute, without using multiple integrals and 􏰊(Xa+b)r 􏰋 derivatives, E (Xc+d)s for a nonnegative random variable, where a,b,c,d are any real number. The proposed approach is discussed in detail and illustrated through a few examples.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/amis/130403

Recommended Citation

Monte Castro, Bruno and Bourguignon, Marcelo (2019) "A New Generalized Moment Generating Function of Random Variables," Applied Mathematics & Information Sciences: Vol. 13: Iss. 4, Article 3.
DOI: http://dx.doi.org/10.18576/amis/130403
Available at: https://digitalcommons.aaru.edu.jo/amis/vol13/iss4/3