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On the moment generating functions for integer valued random variables
Authors:Pingfan Song
Affiliation:School of Economics, Hefei University of Technology, Hefei, P.R. China
Abstract:
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.
Keywords:high order moments  integer valued random variable  Moment generating function  survival function
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