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

First available in Project Euclid: 3 December 2010

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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


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.

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