Authors: Yuri Heymann
The motivation of this study is to investigate new methods for the calculation of the moment-generating function of the lognormal distribution. Taylor expansion method on the moments of the lognormal suffers from divergence issues, saddle-point approximation is not exact, and integration methods can be complicated. In the present paper we introduce a new probability measure that we refer to as the star probability measure as an alternative approach to compute the moment-generating function of normal variate functionals such as the lognormal distribution.
Comments: 16 Pages.
[v1] 2017-06-21 18:06:54 (removed)
[v2] 2017-09-24 06:03:17 (removed)
[v3] 2017-10-10 12:46:06 (removed)
[v4] 2017-10-12 02:17:11 (removed)
[v5] 2017-10-13 00:04:37 (removed)
[v6] 2017-10-14 03:28:07 (removed)
[v7] 2017-10-17 16:05:40 (removed)
[v8] 2017-10-19 01:25:40 (removed)
[v9] 2017-10-21 02:06:58 (removed)
[vA] 2017-10-22 15:26:25 (removed)
[vB] 2017-10-25 00:33:05 (removed)
[vC] 2017-12-15 11:39:56 (removed)
[vD] 2017-12-29 12:16:12 (removed)
[vE] 2018-01-12 02:26:40 (removed)
[vF] 2018-01-13 02:00:24 (removed)
[vG] 2018-01-18 17:40:27
[vH] 2018-02-11 12:58:23
[vI] 2018-02-25 12:10:39
[vJ] 2018-12-30 03:49:29
Unique-IP document downloads: 1035 times
Vixra.org is a pre-print repository rather than a journal. Articles hosted may not yet have been verified by peer-review and should be treated as preliminary. In particular, anything that appears to include financial or legal advice or proposed medical treatments should be treated with due caution. Vixra.org will not be responsible for any consequences of actions that result from any form of use of any documents on this website.
Add your own feedback and questions here:
You are equally welcome to be positive or negative about any paper but please be polite. If you are being critical you must mention at least one specific error, otherwise your comment will be deleted as unhelpful.