Integral identities for random variables
By: Edward B. Rockower
Contributors: Naval Postgraduate School (U.S.). Dept. of Operations Research
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1986
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 20
Subjects: Identities
Other titles: NPS-55-86-017.
Description: Using a general method for deriving identities for random variables, the author finds a      number of new results involving characteristic functions and generating functions. The method      is simply to promote a parameter in an integral relation to the status of a random variable and      then take expected values of both sides of the equation. Results include formulas for      calculating the characteristic functions for sq x, square root of x, 1/x, sq x + x, sq R = sq x +      sq y, etc. in terms of integral transforms of the characteristic functions for x and (x,y), etc.      Generalizations to higher dimensions can be obtained using the same method. Expressions      for inverse/ fractional moments, E(n ), etc. are also presented, demonstrating the method.
Notes: Cover title.

"NPS-55-86-017."

"October 1986."

"Technical report."

AD A174 362.

Includes bibliographical references (p. 18).

aq/aq cc:9116 07/18/97