The moment generating function has its moments

DOI10.1016/0378-3758(86)90143-6zbMath0592.60009OpenAlexW2027558982MaRDI QIDQ1075677

Marinus Borkent, Noel Cressie

Publication date: 1986

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(86)90143-6

zbMATH Keywords

moment generating functionintegrability conditions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05)

Related Items (15)

From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more ⋮ Testing Exponentiality Against NBUL Alternatives Using Positive and Negative Fractional Moments ⋮ Fractional absolute moments of heavy tailed distributions ⋮ Maximum Entropy Density Estimation from Fractional Moments ⋮ Existence of moments and an asymptotic result based on a mixture of exponential distributions ⋮ Inverse factorial moments ⋮ In search of the best approximant ⋮ On moments of ratios of quadratic forms in normal variables ⋮ Discrete distributions from moment generating function ⋮ The existence of population inequality measures ⋮ Real moments from moments and vice versa ⋮ A Proposal for a New Bound for Discrete Distributions ⋮ General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options ⋮ One-dimensional service networks and batch service queues ⋮ Numerical inversion of Laplace transform on the real line from expected values

Cites Work

• The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
• Fractional calculus and its applications. Proceedings of the international conference held at the University of New Haven, June 1974
• Remarks on the relation between fractional moments and fractional derivatives of characteristic functions
• High-Efficiency Estimation for the Positive Stable Laws
• The Moment-Generating Function and Negative Integer Moments
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