Article ID Journal Published Year Pages File Type
10525808 Statistics & Probability Letters 2013 4 Pages PDF
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
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