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On the moment generating functions for integer valued random variables

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  • Pingfan Song
  • Shaochen Wang

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.

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  • Pingfan Song & Shaochen Wang, 2019. "On the moment generating functions for integer valued random variables," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(20), pages 5169-5174, October.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:20:p:5169-5174
    DOI: 10.1080/03610926.2018.1508716
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    Cited by:

    1. Liu, Yang, 2020. "A general treatment of alternative expectation formulae," Statistics & Probability Letters, Elsevier, vol. 166(C).

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