Moments and generating functions for the absortion distribution and its negative binomial analogue
Authors:
Martin Newby
Affiliation:
Department of Actuarial Science and Statistics , City Universit , Northampton Square, London, EC IV 0HB, United Kingdom
Abstract:
The moments of the absorption are difficult to obtain. The generating functions are basic hypergeometric functions. This paper shows how to define two shift operators that allow elementary arguments to be used to develop recursions for the expected values of general functions. The exact moments of the distribution follow. The generating function for the negative binomial analogue gives the moments directly.