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2010•Brazilian Journal of Probability and StatisticsOpen access

Closed-form expressions for moments of a class of beta generalized distributions

Gauss M. Cordeiro, Saralees Nadarajah

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Abstract

For the first time, we derive explicit closed-form expressions for moments of some beta generalized distributions including the beta gamma, beta normal, beta beta, beta Student t and beta F distributions. These expressions are given as infinite weighted sums of well-known special functions for which numerical routines for computation are available.

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What this paper is about

For the first time, we derive explicit closed-form expressions for moments of some beta generalized distributions including the beta gamma, beta normal, beta beta, beta Student t and beta F distributions. These expressions are given as infinite weighted sums of well-known special functions for which numerical routines for computation are available.

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Available abstract

For the first time, we derive explicit closed-form expressions for moments of some beta generalized distributions including the beta gamma, beta normal, beta beta, beta Student t and beta F distributions. These expressions are given as infinite weighted sums of well-known special functions for which numerical routines for computation are available.

Key concepts: Mathematics, BETA (programming language), Beta distribution, Generalized beta distribution, Beta function (physics), Generalized function, Computation, Class (philosophy)

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