Warsono, Warsono and Kurniasari, Dian and Widiarti, Widiarti and Usman, Mustofa and Elfaki, Faiz A. M. (2017) The Moment Generating Function of the Four Parameter Generalized F Distribution and Related Generalized Distributions. Global Journal of Pure and Applied Mathematics, 13 (3). pp. 941-956. ISSN 0973-1768

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The main objective of this article is to show the derivation of the moment generating function of the four-parameter of generalized (G4F) F distribution. Through parameterization of its moment generating function, the behavior in relation to several well-known generalized distributions is presented. By utilizing MacLaurin series expansion and Stirling formula, it is shown that with parameterization of its moment generating function, the generalized F distribution might have special relationship to several well-known generalized distributions, such as generalized beta of the second kind (GB2), generalized log-logistic (G4LL), and generalized gamma (G3G) distributions. Keywords: Moment generating function; Generalized beta of the second kind distribution; Generalized log-logistic distribution; Generalized gamma; MacLaurin series; Stirling formula

Item Type: Article
Subjects: Q Science > Q Science (General)
Q Science > QA Mathematics
Divisions: Fakultas Matematika dan Ilmu Pengetahuan Alam (FMIPA) > Prodi Matematika
Depositing User: DIAN KURNIASARI
Date Deposited: 12 Jun 2017 02:17
Last Modified: 12 Jun 2017 02:17
URI: http://repository.lppm.unila.ac.id/id/eprint/3425

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