Title of article :
Calculation of a formal moment generating function by using a differential operator
Author/Authors :
Hiroki Hashiguchi، نويسنده , , Toshiya Iwashita، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Abstract :
A differential form in a formal moment generating function is given by the decomposition of powers in terms of the Hermite polynomials. This paper shows that this differential form for calculating the expectation of normal and χ2 distributions has the benefit of avoiding divergence for Edgeworth type approximations from the viewpoint of a formal power series ring. A symbolic computational algorithm is also discussed, within the distribution theory of statistics.
Keywords :
Asymptotic 2 distribution , Edgeworth expansion , Symbolic computation , Asymptotic normality
Journal title :
Journal of Symbolic Computation
Journal title :
Journal of Symbolic Computation