Approximating the Moments of Generalized Gaussian Distributions via Bell's Polynomials

被引：0
|
作者：
Caratelli, Diego [1 ,2 ]
Sabbadini, Ruben [3 ]
Ricci, Paolo Emilio [4 ]
机构：
[1] Antenna Co, High Tech Campus 41, NL-5656 AE Eindhoven, Netherlands
[2] Eindhoven Univ Technol, Dept Elect Engn, POB 513, NL-5600 MB Eindhoven, Netherlands
[3] Liceo Sci Statale Farnesina, Via Giuochi Istm 64, I-00135 Rome, Italy
[4] Int Telemat Univ UniNettuno, Dept Math, Corso Vittorio Emanuele 2,39, I-00186 Rome, Italy
来源：
AXIOMS | 2023年 / 12卷 / 02期
关键词：
moments of a continuous distribution; Bell's polynomials; generalized Gaussian distributions;
D O I：
10.3390/axioms12020206
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Bell's polynomials are used in many different fields of mathematics, ranging from number theory to operator theory. This paper shows a relevant application in probability theory aimed at computing the moments of generalized Gaussian distributions. To this end, a table containing the first values of the complete Bell's polynomials is provided. Furthermore, a dedicated code for approximating the moments of the general distributions in terms of complete Bell's polynomials is detailed. Several test cases concerning different nested functions are discussed.
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页数：13
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