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On the moment generating functions for integer valued random variables

Pingfan Song and Shaochen Wang

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 20, 5169-5174

Abstract: In this note, we give explicit expressions of moment generating functions for integer valued random variables in both univariate and multivariate cases, which extend the results obtained by Nadarajah and Mitov [Communications in Statistics–Theory and Methods, 32, 2003, 47–60] and more recently by Chakraborti, Jardim and Epprecht [The American Statistician, 2017], Kwong and Nadarajah [Communications in Statistics–Theory and Methods, 2017]. Some examples are also discussed.

Date: 2019
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DOI: 10.1080/03610926.2018.1508716

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