scholarly journals Calculation of the moments and the moment generating function for the reciprocal gamma distribution

1984 ◽  
Vol 42 (166) ◽  
pp. 601-601
Author(s):  
Arne Frans{én ◽  
Staffan Wrigge
Keyword(s):  
Gamma Distribution ◽  
Generating Function ◽  
Moment Generating Function ◽  
The Moment

scholarly journals A Study of Properties and Applications of Gamma Distribution

2021 ◽  
Vol 4 (2) ◽  
pp. 52-65
Author(s):  
Eric U. ◽  
Oti M.O.O. ◽  
Francis C.E.
Keyword(s):  
Probability Distribution ◽  
Gamma Distribution ◽  
Generating Function ◽  
Real Life ◽  
Moment Generating Function ◽  
Reliability Theory ◽  
Burn Out ◽  
Electrical Devices ◽  
The Moment ◽  
Special Case

The gamma distribution is one of the continuous distributions; the distributions are very versatile and give useful presentations of many physical situations. They are perhaps the most applied statistical distribution in the area of reliability. In this paper, we present the study of properties and applications of gamma distribution to real life situations such as fitting the gamma distribution into data, burn-out time of electrical devices and reliability theory. The study employs the moment generating function approach and the special case of gamma distribution to show that the gamma distribution is a legitimate continuous probability distribution showing its characteristics.

Problèmes de premier passage résolubles par la méthode de séparation des variables

1995 ◽  
Vol 32 (02) ◽  
pp. 337-348
Author(s):  
Mario Lefebvre
Keyword(s):  
Brownian Motion ◽  
Stochastic Processes ◽  
Generating Function ◽  
Moment Generating Function ◽  
First Passage Times ◽  
Standard Brownian Motion ◽  
First Passage ◽  
The Moment ◽  
Passage Times

In this paper, bidimensional stochastic processes defined by ax(t) = y(t)dt and dy(t) = m(y)dt + [2v(y)]1/2 dW(t), where W(t) is a standard Brownian motion, are considered. In the first section, results are obtained that allow us to characterize the moment-generating function of first-passage times for processes of this type. In Sections 2 and 5, functions are computed, first by fixing the values of the infinitesimal parameters m(y) and v(y) then by the boundary of the stopping region.

scholarly journals Mellin’s Transform and Application to Some Time Series Models

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
S. S. Appadoo ◽  
A. Thavaneswaran ◽  
S. Mandal
Keyword(s):  
Time Series ◽  
Generating Function ◽  
Mellin Transform ◽  
Fuzzy Numbers ◽  
Moment Generating Function ◽  
Time Series Models ◽  
Form Expression ◽  
The Moment ◽  
Close Form ◽  
Skewness And Kurtosis

This paper uses the Mellin transform to establish the means, variances, skewness, and kurtosis of fuzzy numbers and applied them to the random coefficient autoregressive (RCA) time series models. We also give a close form expression to the moment generating function related to fuzzy numbers. It is shown that the results of the proposed time series models are consistent with those of the conventional time series models and that the developed concepts are straightforward and easily implemented.

scholarly journals On a Dual Model with Barrier Strategy

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Yuzhen Wen ◽  
Chuancun Yin
Keyword(s):  
Differential Equations ◽  
Boundary Conditions ◽  
Generating Function ◽  
Risk Model ◽  
Moment Generating Function ◽  
Dual Model ◽  
Barrier Strategy ◽  
Dividend Payments ◽  
The Moment

We consider the dual of the generalized Erlang(n)risk model with a barrier dividend strategy. We derive integro-differential equations with boundary conditions satisfied by the expectation of the sum of discounted dividends until ruin and the moment-generating function of the discounted dividend payments until ruin, respectively. The results are illustrated by several examples.

scholarly journals Errata: Estimation of non-Gaussian noise parameters in the wavelet domain using the moment-generating function

2012 ◽  
Vol 21 (3) ◽  
pp. 039802-1
Author(s):  
Jan Švihlík ◽  
Karel Fliegel ◽  
Jaromír Kukal ◽  
Eva Jerhotová ◽  
Petr Páta ◽  
...  
Keyword(s):  
Generating Function ◽  
Gaussian Noise ◽  
Moment Generating Function ◽  
Wavelet Domain ◽  
Noise Parameters ◽  
The Moment ◽  
Non Gaussian
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