Generalized Methods for Generating Moments of Continuous Distribution

Authors

  • Okeh UM

Keywords:

moment generating functions, bivariate distributions, continuous random variables, joint pdf

Abstract

We propose a method of obtaining the moment of some continuous bi-variate distributions with parameters 1122,,andαβαβin finding the nth moment of the variable ()0,0cdxycd≥≥where X and Y are continuous random variables having the joint pdf, f(x,y).Here we find the so called (,)ngcddefined ()(,),ncdngcdEXYλ=+the nth moment of expected value of the t distribution of the cth power of X and dth power of Y about the constant λ.These moments are obtained by the use of bi-variate moment generating functions, when they exist. The proposed (,)ngcd is illustrated with some continuous bi-variate distributions and is shown to be easy to use even when the powers of the random variables being considered are non-negative real numbers that need not be integers. The results obtained using (,)ngcd are the same as results obtained using other methods such as moment generating functions when they exist.

How to Cite

Okeh UM. (2014). Generalized Methods for Generating Moments of Continuous Distribution. Global Journal of Science Frontier Research, 14(F6), 25–36. Retrieved from https://journalofscience.org/index.php/GJSFR/article/view/1428

Generalized Methods for Generating Moments of Continuous Distribution

Published

2014-05-15