A note on the moment generating function for the reciprocal gamma distribution

Author:
Staffan Wrigge

Journal:
Math. Comp. **42** (1984), 617-621

MSC:
Primary 65D20; Secondary 60E10, 62E15, 65U05

MathSciNet review:
736457

Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

Abstract: In this note we consider the function and use the Euler-Maclaurin expansion with the step-length to obtain some useful (from a numerical point of view) formulae. Numerical values of correct to 11D are given for .

**[1]**M. G. Kendall & A. Stuart,*The Advanced Theory of Statistics*, Vol. I, Charles Griffin & Company Limited, 1958.**[2]**D. F. Kerridge & G. W. Cook, "Yet another series for the normal integral,"*Biometrika*, v. 63, 1976, pp. 401-403.**[3]**Arne Fransén and Staffan Wrigge,*Calculation of the moments and the moment generating function for the reciprocal gamma distribution*, Math. Comp.**42**(1984), no. 166, 601–616. MR**736456**, 10.1090/S0025-5718-1984-0736456-3

Retrieve articles in *Mathematics of Computation*
with MSC:
65D20,
60E10,
62E15,
65U05

Retrieve articles in all journals with MSC: 65D20, 60E10, 62E15, 65U05

Additional Information

DOI:
http://dx.doi.org/10.1090/S0025-5718-1984-0736457-5

Keywords:
Reciprocal gamma distribution,
generating function,
Euler-Maclaurin formula

Article copyright:
© Copyright 1984
American Mathematical Society