LIVEJoin the current RTAI Connect sessionJoin now

ResearchTrend.AI
14
7

On the moments of the variance-gamma distribution

Robert E. Gaunt
ArXivPDFHTML
Abstract

We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.

View on arXiv
Comments on this paper

We use cookies and other tracking technologies to improve your browsing experience on our website, to show you personalized content and targeted ads, to analyze our website traffic, and to understand where our visitors are coming from. See our policy.