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

Pingfan Song, Changchun Tan and Shaochen Wang

Statistics & Probability Letters, 2019, vol. 145, issue C, 345-350

Abstract: In this paper, we propose one new alternative formula for moment generating function of random vectors via the inverse survival function. A recursive formula for moment generating function of random vector is obtained and as application, we derive the corresponding alternative formula for mixed moment. Several examples are also presented along with the theory.

Keywords: Inverse survival function; Mixed moment; Moment generating function (search for similar items in EconPapers)
Date: 2019
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