Many of the important characteristics and features of a distribution are obtained through the ordinary moments and generating function. The main goal of this paper is to address a new approach to compute, without using multiple integrals and (Xa+b)r derivatives, E (Xc+d)s for a nonnegative random variable, where a,b,c,d are any real number. The proposed approach is discussed in detail and illustrated through a few examples.
Digital Object Identifier (DOI)
Monte Castro, Bruno and Bourguignon, Marcelo
"A New Generalized Moment Generating Function of Random Variables,"
Applied Mathematics & Information Sciences: Vol. 13
, Article 23.
Available at: https://dc.naturalspublishing.com/amis/vol13/iss4/23