On some new moments of Gamma type

Tetyana Kadankova, Thomas Simon and Min Wang

Statistics & Probability Letters, 2020, vol. 165, issue C

Abstract: We investigate certain positive random variables having moments of Gamma type. We give some necessary conditions and some sufficient conditions for their existence. In particular, we observe that the Weber–Schafheitlin formula for the Bessel function allows one to construct non-trivial moments of Gamma type having a signed spectral measure.

Keywords: Bessel function; Meijer G-function; Moment of Gamma type; Quasi-infinite divisibility (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2020.108854

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