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Ulsan Univ. Repository Journal Papers Natural Science Mathematics

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

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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.
Issued Date
2023
김유라
Type
Article
Keyword
Compound random variable; raw moment; central moment; recursion
DOI
10.7858/eamj.2023.025
URI
https://oak.ulsan.ac.kr/handle/2021.oak/17429
Publisher
East Asian Mathematical Journal
Language
영어
ISSN
1226-6973
Citation Volume
39
Citation Number
3
Citation Start Page
331
Citation End Page
347
Appears in Collections:
Natural Science > Mathematics
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