The moment generating function has its moments
type: Item
instance of: scholarly article
title: The moment generating function has its moments
zbMATH Open document ID: 0592.60009
DOI: 10.1016/0378-3758(86)90143-6
author: Noel Cressie
author: Marinus Borkent
published in: Journal of Statistical Planning and Inference
publication date: 1986-01-01T00:00:00Z
review text: For positive random variables all real moments of positive degree are obtained from the moment generating function. In case of moments of negative degree some integrability conditions on the moment generating function are required. Some generalizations and applications are discussed.
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 3951675
zbMATH Keywords: moment generating function
zbMATH Keywords: integrability conditions
MaRDI profile type: Publication
full work available at URL: 0378-3758(86)90143-6
OpenAlex ID: W2027558982
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cites work: Remarks on the relation between fractional moments and fractional derivatives of characteristic functions
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cites work: Fractional calculus and its applications. Proceedings of the international conference held at the University of New Haven, June 1974
description: scientific article; zbMATH DE number 3951675