On the moment generating function for random vectors via inverse survival function

DOI10.1016/j.spl.2018.10.012zbMath1412.62028OpenAlexW2896301715MaRDI QIDQ1726811

Pingfan Song, Shaochen Wang, Chang-Chun Tan

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.10.012

zbMATH Keywords

moment generating functioninverse survival functionmixed moment

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Reliability and life testing (62N05)

Related Items (2)

A further remark on the alternative expectation formula ⋮ A general treatment of alternative expectation formulae

Cites Work

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• On the covariance between functions
• The inverse survival function for multivariate distributions and its application to the product moment
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• The exact sampling distribution of \(L\)-statistics
• Singular value decomposition of the third multivariate moment
• Product Moments of Multivariate Random Vectors
• Some contributions to contingency-type bivariate distributions
• A Remark on the Alternative Expectation Formula
• Another Remark on the Alternative Expectation Formula

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