On computational formulas for densities and moments of compound distributions

DOI10.1007/BF02674088MaRDI QIDQ1586596zbMATH OpenFDO

Authors Małgorzata Murat, Dominik Szynal

Publication date 13 June 2001

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

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)

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Cites work

• scientific article; zbMATH DE number 3395165 (Why is no real title available?)
• 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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