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ON RECURSIONS FOR MOMENTS OF A COMPOUND RANDOM VARIABLE: AN APPROACH USING AN AUXILIARY COUNTING RANDOM VARIABLE

김유라
영남수학회 (Youngnam Mathematical Society)|2023.05|East Asian Mathematical Journal|제39권 제3호|pp. 331-347

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참고문헌

키워드

central momentCompound random variableraw momentrecursion.
주제분류수학

초록

We present an identity on moments of a compound random variable by using an auxiliary counting random variable. Based on this identity, we develop a new recurrence formula for obtaining the raw and central moments of any order for a given compound random variable.

Abstract

We present an identity on moments of a compound random variable by using an auxiliary counting random variable. Based on this identity, we develop a new recurrence formula for obtaining the raw and central moments of any order for a given compound random variable.

참고문헌 (16)

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  4. 김동현, "Recurrence Relations for Higher Order Moments of a Compound Binomial Random Variable", East Asian Mathematical Journal, 34(1), pp.59~67 (2018), 영남수학회[DOI]
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  13. S.K. Seong, "Recurrence formulas for the raw moments and the central moments of compound random variables", Master, pp.2020
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  16. F. Tank, "On bivariate compound sums", Journal of Computational and Applied Mathematics, 365(1), pp.112371~ (2020)

관련 논문AI추천

Recurrence Relations for Higher Order Moments of a Compound Binomial Random Variable김동현, 김유라영남수학회 · East Asian Mathematical Journal2018 · 제34권 제1호An extension of random summations of independent and identically distributed random variablesLe Truong Giang, Tran Loc Hung대한수학회 · 대한수학회논문집2018 · 제33권 제2호A note on discrete degenerate random variables김대산, 김태균, 김한영, 장이채장전수학회 · Proceedings of the Jangjeon Mathematical Society(장전수학회 논문집)2020 · 제23권 제1호A probabilistic proof of a recurrence relation for sums of values of degenerate falling factorials김태균, Dmitry V. Dolgy, D. S. Kim장전수학회 · Proceedings of the Jangjeon Mathematical Society(장전수학회 논문집)2025 · 제28권 제1호A NOTE ON IDENTITIES INVOLVING SPECIAL NUMBERS AND MOMENTS OF POISSON RANDOM VARIABLE권종겸, 김대산, 김태균, 표성수장전수학회 · Advanced Studies in Contemporary Mathematics2022 · 제32권 제4호MOMENTS OF A RANDOM VARIABLE ARISING FROM LAPLACIAN RANDOM VARIABLEDae san Kim, HYUNSEOK LEE, Jongkyum Kwon, TAEKYUN KIM장전수학회 · Proceedings of the Jangjeon Mathematical Society(장전수학회 논문집)2024 · 제27권 제4호

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