Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525808 | Statistics & Probability Letters | 2013 | 4 Pages |
Abstract
The moment function for the ratio of correlated generalized gamma variables is expressed in terms of special functions. The expression presented generalizes the known moment expression for the integer valued moments to the real valued moments. Approximate formulas, in terms of elementary functions, are provided for low and high correlation regions and some application examples are given.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
ÃaÄatay Candan, Umut Orguner,