Numerical solution to an integral equation for the kth moment function of a geometric process

Autor:	Ayşenur Aydoğdu, Mustafa Hilmi Pekalp
Jazyk:	angličtina
Rok vydání:	2021
Předmět:	Moment (mathematics) Geometric process moment functions skewness and kurtosis numerical solution Matematik Uygulamalı Mathematical analysis Mathematics Applied General Medicine Function (mathematics) Integral equation Geometric process Mathematics
Zdroj:	Volume: 70, Issue: 2 731-743 Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics
ISSN:	1303-5991 2618-6470
Popis:	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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7c15a88630bc8a9d414b4b9e9456cc5a https://dergipark.org.tr/tr/pub/cfsuasmas/issue/62873/865647 Zobrazit plný text záznamu