On the moment generating functions for integer valued random variables

被引：3
|
作者：
Song, Pingfan [1 ]
Wang, Shaochen [2 ]
机构：
[1] Hefei Univ Technol, Sch Econ, Hefei, Anhui, Peoples R China
[2] South China Univ Technol, Sch Math, Guangzhou, Guangdong, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2019年 / 48卷 / 20期
关键词：
high order moments; integer valued random variable; Moment generating function; survival function;
D O I：
10.1080/03610926.2018.1508716
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this note, we give explicit expressions of moment generating functions for integer valued random variables in both univariate and multivariate cases, which extend the results obtained by Nadarajah and Mitov [Communications in Statistics-Theory and Methods, 32, 2003, 47-60] and more recently by Chakraborti, Jardim and Epprecht [The American Statistician, 2017], Kwong and Nadarajah [Communications in Statistics-Theory and Methods, 2017]. Some examples are also discussed.
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页码：5169 / 5174
页数：6
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