The moment function for the ratio of correlated generalized gamma variables

Date

2013-10

Author

Candan, Çağatay
Orguner, Umut

Metadata

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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.

Subject Keywords

Gamma density, Generalized gamma density, Weibull density, Nakagami density, Moment function, Ratio of random variables

URI

https://hdl.handle.net/11511/28553

Journal

Statistics & Probability Letters

DOI

https://doi.org/10.1016/j.spl.2013.06.026

Collections

Department of Electrical and Electronics Engineering, Article

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Citation Formats

Ç. Candan and U. Orguner, “The moment function for the ratio of correlated generalized gamma variables,” Statistics & Probability Letters, pp. 2353–2356, 2013, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/28553.