On the characteristic function of the generalized normal distribution

DOI10.1016/j.crma.2009.12.010zbMath1182.62015OpenAlexW2031426550MaRDI QIDQ2269674

Tibor K. Pogány, Saralees Nadarajah

Publication date: 17 March 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.12.010

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Applications of hypergeometric functions (33C90)

Related Items (8)

Unnamed Item ⋮ On the Characteristic Function for Asymmetric Exponential Power Distributions ⋮ Analytical properties of generalized Gaussian distributions ⋮ Geometric disintegration and star-shaped distributions ⋮ On the geometric structure ofsome statistical manifolds ⋮ CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL ⋮ Simulation of thep-generalized Gaussian distribution ⋮ Numerical characteristics and parameter estimation of finite mixed generalized normal distribution

Cites Work

• A generalized normal distribution
• Some families of Mathieu \(\mathbf a\)-series and alternating Mathieu \(\mathbf a\)-series
• Statistical Size Distributions in Economics and Actuarial Sciences
• The Correlation between Variate-Values and Ranks in Samples from Complete Fourth Power Exponential Distribution

This page was built for publication: On the characteristic function of the generalized normal distribution