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Mathematics of Computation

Published by the American Mathematical Society, the Mathematics of Computation (MCOM) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.98.

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Calculation of the moments and the moment generating function for the reciprocal gamma distribution
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by Arne Fransén and Staffan Wrigge PDF
Math. Comp. 42 (1984), 601-616 Request permission

Abstract:

In this paper we consider the distribution $G(x) = {F^{ - 1}}\smallint _0^x{(\Gamma (t))^{ - 1}}\;dt$. The aim of the investigation is twofold: first,to find numerical values of characteristics such as moments, variance, skewness, kurtosis,etc.; second, to study analytically and numerically the moment generating function $\varphi (t) = \smallint _0^\infty {e^{ - tx}}/\Gamma (x)\;dx$. Furthermore, we also make a generalization of the reciprocal gamma distribution, and study some of its properties.
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Additional Information
  • © Copyright 1984 American Mathematical Society
  • Journal: Math. Comp. 42 (1984), 601-616
  • MSC: Primary 65D20; Secondary 60E10, 62E15, 65U05
  • DOI: https://doi.org/10.1090/S0025-5718-1984-0736456-3
  • MathSciNet review: 736456