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Some results envolving the concepts of moment generating function and affinity between distribution functions. Extension for r k-dimensional normal distribution functions.

Antonio Dorival Campos (1999)

Qüestiió

We present a function ρ (F1, F2, t) which contains Matusita's affinity and expresses the affinity between moment generating functions. An interesting results is expressed through decomposition of this affinity ρ (F1, F2, t) when the functions considered are k-dimensional normal distributions. The same decomposition remains true for other families of distribution functions. Generalizations of these results are also presented.

Stochastic comparisons of moment estimators of gamma distribution parameters

Piotr Nowak (2012)

Applicationes Mathematicae

Recently the order preserving property of estimators has been intensively studied, e.g. by Gan and Balakrishnan and collaborators. In this paper we prove the stochastic monotonicity of moment estimators of gamma distribution parameters using the standard coupling method and majorization theory. We also give some properties of the moment estimator of the shape parameter and derive an approximate confidence interval for this parameter.

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