Moments of q-Normal and conditional q-Normal distributions

Paweł J. Szabłowski

Statistics & Probability Letters, 2015, vol. 106, issue C, 65-72

Abstract: We calculate moments and moment generating functions of two distributions: the so-called q-Normal and the so-called conditional q-Normal distributions. These distributions generalize both Normal (q=1), Wigner (q=0, q-Normal) and Kesten–McKay (q=0, conditional q-Normal) distributions.

Keywords: q-Normal; Conditional q-Normal; Wigner; Kesten–McKay distributions; Moment generating function; Expansions in modified Bessel functions (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.06.027

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