Closed-form expressions for moments of a class of beta generalized distributions
Open Access
- 1 March 2011
- journal article
- Published by Institute of Mathematical Statistics in Brazilian Journal of Probability and Statistics
- Vol. 25 (1), 14-33
- https://doi.org/10.1214/09-bjps109
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.Keywords
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