In this paper, an integral equation for the kth moment function of a geometric process is derived as a generalization of the lower-order moments of the process. We propose a general solution to solve this integral equation by using the numerical method, namely trapezoidal integration rule. The general solution is reduced to the numerical solution of the integral equations which will be given for the third and fourth moment functions to compute the skewness and kurtosis of a geometric process. To illustrate the numerical method, we assume gamma, Weibull and lognormal distributions for the first interarrival time of the geometric process.
Geometric process moment functions skewness and kurtosis numerical solution
Birincil Dil | İngilizce |
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Konular | Uygulamalı Matematik |
Bölüm | Research Article |
Yazarlar | |
Yayımlanma Tarihi | 31 Aralık 2021 |
Gönderilme Tarihi | 20 Ocak 2021 |
Kabul Tarihi | 7 Nisan 2021 |
Yayımlandığı Sayı | Yıl 2021 Cilt: 70 Sayı: 2 |
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics.
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