Closed-form expressions for moments of a class of beta generalized distributions

被引：33

作者：

Cordeiro, Gauss M. ^{[1
]}

Nadarajah, Saralees ^{[2
]}

机构：

[1] Univ Fed Rural Pernambuco, Dept Estat & Informat, BR-52171900 Recife, PE, Brazil

[2] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England

来源：

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS | 2011年 / 25卷 / 01期

关键词：

Beta beta distribution; beta F distribution; beta gamma distribution; beta normal distribution; beta Student t distribution; generalized Kampe de Feriet function; Lauricellla function of type A; EXPLICIT EXPRESSIONS;

D O I：

10.1214/09-BJPS109

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：14 / 33

页数：20

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