On a power series distribution with mean parameterization
Oleksandr VolkovNataliia Voinalovych
所有作者
Oleksandr VolkovNataliia Voinalovych
文献摘要
The article examines the distribution of the power series of the function w(y)=(1+1−y)−21. The distribution of the considered function into a power series is obtained (1+1−y)−21=∑m=0∞(2m)!(2m+1)!2(4m)!16−mym. The dispersion function is found ν(x)=x(2x+1)(4x+1),x>0. A distribution with mean parameterization is constructed Pr(ξ=k)=(2k4k+1)2−kxk(2k+1)k+21(4k+1)−2k−23,x>0. It is proved that the raw moments αm, central moments μm, cumulants χm,m=1,2,… satisfy the following recurrence relations: αm+1=xαm+ν(x)dxdαm,α0=1,α1=x;μm+1=mμm−1+ν(x)dxdμm,μ0=1,μ1=0;χm+1=ν(x)dxdχm,χ1=x.