The moment function for the ratio of correlated generalized gamma variables

2013-10
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.

Citation Formats
Ç. Candan and U. Orguner, “The moment function for the ratio of correlated generalized gamma variables,” Statistics & Probability Letters, vol. 83, no. 10, pp. 2353–2356, 2013, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/28553.