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

Aydoğdu, Ayşenur; Pekalp, Mustafa Hilmi

doi:10.31801/cfsuasmas.865647

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

Mustafa Hilmi PEKALP, (Ankara Üniversitesi, Uygulamalı Bilimler Fakültesi, Aktüerya Bilimleri Bölümü, Ankara Türkiye)

Ayşenur AYDOĞDU (Ankara Üniversitesi, Fen Fakültesi, Matematik Bölümü, Ankara, Türkiye)

Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics

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Yıl: 2021 Cilt: 70 Sayı: 2 Sayfa Aralığı: 731 - 743 Metin Dili: İngilizce DOI: 10.31801/cfsuasmas.865647 İndeks Tarihi: 29-07-2022

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

Öz:

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.

Anahtar Kelime: skewness and kurtosis moment functions numerical solution Geometric process

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	Pekalp M, Aydoğdu A (2021). Numerical solution to an integral equation for the kth moment function of a geometric process. , 731 - 743. 10.31801/cfsuasmas.865647
Chicago	Pekalp Mustafa Hilmi,Aydoğdu Ayşenur Numerical solution to an integral equation for the kth moment function of a geometric process. (2021): 731 - 743. 10.31801/cfsuasmas.865647
MLA	Pekalp Mustafa Hilmi,Aydoğdu Ayşenur Numerical solution to an integral equation for the kth moment function of a geometric process. , 2021, ss.731 - 743. 10.31801/cfsuasmas.865647
AMA	Pekalp M,Aydoğdu A Numerical solution to an integral equation for the kth moment function of a geometric process. . 2021; 731 - 743. 10.31801/cfsuasmas.865647
Vancouver	Pekalp M,Aydoğdu A Numerical solution to an integral equation for the kth moment function of a geometric process. . 2021; 731 - 743. 10.31801/cfsuasmas.865647
IEEE	Pekalp M,Aydoğdu A "Numerical solution to an integral equation for the kth moment function of a geometric process." , ss.731 - 743, 2021. 10.31801/cfsuasmas.865647
ISNAD	Pekalp, Mustafa Hilmi - Aydoğdu, Ayşenur. "Numerical solution to an integral equation for the kth moment function of a geometric process". (2021), 731-743. https://doi.org/10.31801/cfsuasmas.865647

APA	Pekalp M, Aydoğdu A (2021). Numerical solution to an integral equation for the kth moment function of a geometric process. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics, 70(2), 731 - 743. 10.31801/cfsuasmas.865647
Chicago	Pekalp Mustafa Hilmi,Aydoğdu Ayşenur Numerical solution to an integral equation for the kth moment function of a geometric process. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics 70, no.2 (2021): 731 - 743. 10.31801/cfsuasmas.865647
MLA	Pekalp Mustafa Hilmi,Aydoğdu Ayşenur Numerical solution to an integral equation for the kth moment function of a geometric process. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics, vol.70, no.2, 2021, ss.731 - 743. 10.31801/cfsuasmas.865647
AMA	Pekalp M,Aydoğdu A Numerical solution to an integral equation for the kth moment function of a geometric process. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics. 2021; 70(2): 731 - 743. 10.31801/cfsuasmas.865647
Vancouver	Pekalp M,Aydoğdu A Numerical solution to an integral equation for the kth moment function of a geometric process. Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics. 2021; 70(2): 731 - 743. 10.31801/cfsuasmas.865647
IEEE	Pekalp M,Aydoğdu A "Numerical solution to an integral equation for the kth moment function of a geometric process." Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics, 70, ss.731 - 743, 2021. 10.31801/cfsuasmas.865647
ISNAD	Pekalp, Mustafa Hilmi - Aydoğdu, Ayşenur. "Numerical solution to an integral equation for the kth moment function of a geometric process". Communications Faculty of Sciences University of Ankara Series A1: Mathematics and Statistics 70/2 (2021), 731-743. https://doi.org/10.31801/cfsuasmas.865647