On computational formulas for densities and moments of compound distributions

DOI10.1007/BF02674088zbMATH Open0963.60002MaRDI QIDQ1586596FDOQ1586596

Authors: Małgorzata Murat, Dominik Szynal 

Publication date: 13 June 2001

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

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zbMATH Keywords

Laplace transformdifference equationcompound distributionmoments of compound distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Additive difference equations (39A10)

Cites Work

• Title not available (Why is that?)
• Difference equation approaches in evaluation of compound distributions

Cited In (7)

• Some recursions for moments of compound distributions.
• Difference equation approaches in evaluation of compound distributions
• On recursions for moments of a compound random variable: an approach using an auxiliary counting random variable
• Computation of Compound Distributions II: Discretization Errors and Richardson Extrapolation
• On a family of counting distributions and recursions for related compound distributions
• Recurrence relations for higher order moments of a compound binomial random variable
• Symbolic computation of moments of sampling distributions

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