Calculation of a formal moment generating function by using a differential operator

DOI10.1016/j.jsc.2007.07.013zbMath1225.62026OpenAlexW1968657783MaRDI QIDQ932802

Toshiya Iwashita, Hiroki Hashiguchi

Publication date: 11 July 2008

Published in: Journal of Symbolic Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jsc.2007.07.013

zbMATH Keywords

asymptotic normalitysymbolic computationEdgeworth expansionasymptotic \(\chi ^{2}\) distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Symbolic computation and algebraic computation (68W30) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

Cites Work

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• Asymptotic null and nonnull distribution of Hotelling's \(T^ 2\)-statistic under the elliptical distribution
• Computer algebra application to the distribution of sample correlation coefficient
• Higher order asymptotic expansions for the distribution of the sample correlation coefficient
• DISTRIBUTION OF THE SAMPLE CORRELATION COEFFICIENT FOR NONNORMAL POPULATIONS

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