Brazilian Journal of Probability and Statistics

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

Gauss M. Cordeiro and 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.

Article information

Source
Braz. J. Probab. Stat., Volume 25, Number 1 (2011), 14-33.

Dates
First available in Project Euclid: 3 December 2010

Permanent link to this document
https://projecteuclid.org/euclid.bjps/1291387771

Digital Object Identifier
doi:10.1214/09-BJPS109

Mathematical Reviews number (MathSciNet)
MR2746490

Zentralblatt MATH identifier
1298.60024

Keywords
Beta beta distribution beta F distribution beta gamma distribution beta normal distribution beta Student t distribution generalized Kampé de Fériet function Lauricellla function of type A

Citation

Cordeiro, Gauss M.; Nadarajah, Saralees. Closed-form expressions for moments of a class of beta generalized distributions. Braz. J. Probab. Stat. 25 (2011), no. 1, 14--33. doi:10.1214/09-BJPS109. https://projecteuclid.org/euclid.bjps/1291387771


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