Approximating the Moments of Generalized Gaussian Distributions via Bell’s Polynomials

Bell’s polynomials are used in many different fields of mathematics, ranging from number theory to operator theory. This paper shows a relevant application in probability theory aimed at computing the moments of generalized Gaussian distributions. To this end, a table containing the first values of...

Full description

Bibliographic Details
Main Authors: Diego Caratelli, Ruben Sabbadini, Paolo Emilio Ricci
Format: Article
Language:English
Published: MDPI AG 2023-02-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/12/2/206
_version_ 1797622383733899264
author Diego Caratelli
Ruben Sabbadini
Paolo Emilio Ricci
author_facet Diego Caratelli
Ruben Sabbadini
Paolo Emilio Ricci
author_sort Diego Caratelli
collection DOAJ
description Bell’s polynomials are used in many different fields of mathematics, ranging from number theory to operator theory. This paper shows a relevant application in probability theory aimed at computing the moments of generalized Gaussian distributions. To this end, a table containing the first values of the complete Bell’s polynomials is provided. Furthermore, a dedicated code for approximating the moments of the general distributions in terms of complete Bell’s polynomials is detailed. Several test cases concerning different nested functions are discussed.
first_indexed 2024-03-11T09:10:33Z
format Article
id doaj.art-ef0599cff62d447491e4d24b2f235fe9
institution Directory Open Access Journal
issn 2075-1680
language English
last_indexed 2024-03-11T09:10:33Z
publishDate 2023-02-01
publisher MDPI AG
record_format Article
series Axioms
spelling doaj.art-ef0599cff62d447491e4d24b2f235fe92023-11-16T19:06:46ZengMDPI AGAxioms2075-16802023-02-0112220610.3390/axioms12020206Approximating the Moments of Generalized Gaussian Distributions via Bell’s PolynomialsDiego Caratelli0Ruben Sabbadini1Paolo Emilio Ricci2The Antenna Company, High Tech Campus 41, 5656 AE Eindhoven, The NetherlandsLiceo Scientifico Statale Farnesina, Via dei Giuochi Istmici, 64, 00135 Roma, ItalyDepartment of Mathematics, International Telematic University UniNettuno, Corso Vittorio Emanuele II, 39, 00186 Roma, ItalyBell’s polynomials are used in many different fields of mathematics, ranging from number theory to operator theory. This paper shows a relevant application in probability theory aimed at computing the moments of generalized Gaussian distributions. To this end, a table containing the first values of the complete Bell’s polynomials is provided. Furthermore, a dedicated code for approximating the moments of the general distributions in terms of complete Bell’s polynomials is detailed. Several test cases concerning different nested functions are discussed.https://www.mdpi.com/2075-1680/12/2/206moments of a continuous distributionBell’s polynomialsgeneralized Gaussian distributions
spellingShingle Diego Caratelli
Ruben Sabbadini
Paolo Emilio Ricci
Approximating the Moments of Generalized Gaussian Distributions via Bell’s Polynomials
Axioms
moments of a continuous distribution
Bell’s polynomials
generalized Gaussian distributions
title Approximating the Moments of Generalized Gaussian Distributions via Bell’s Polynomials
title_full Approximating the Moments of Generalized Gaussian Distributions via Bell’s Polynomials
title_fullStr Approximating the Moments of Generalized Gaussian Distributions via Bell’s Polynomials
title_full_unstemmed Approximating the Moments of Generalized Gaussian Distributions via Bell’s Polynomials
title_short Approximating the Moments of Generalized Gaussian Distributions via Bell’s Polynomials
title_sort approximating the moments of generalized gaussian distributions via bell s polynomials
topic moments of a continuous distribution
Bell’s polynomials
generalized Gaussian distributions
url https://www.mdpi.com/2075-1680/12/2/206
work_keys_str_mv AT diegocaratelli approximatingthemomentsofgeneralizedgaussiandistributionsviabellspolynomials
AT rubensabbadini approximatingthemomentsofgeneralizedgaussiandistributionsviabellspolynomials
AT paoloemilioricci approximatingthemomentsofgeneralizedgaussiandistributionsviabellspolynomials