Package org.drip.measure.generators

R1/Rd Moment/Probability Generating Functions
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    R1CentralChiSquaredMGF
    R1CentralChiSquaredMGF implements the Central Chi-squared R1ToR1 Moment Generating Function.
    R1MomentGeneratingFunction
    R1MomentGeneratingFunction implements the R1ToR1 Moment Generating Function.
    R1NonCentralChiSquaredMGF
    R1NonCentralChiSquaredMGF implements the Non-Central Chi-squared R1ToR1 Moment Generating Function.
    R1RateGammaMGF
    R1RateGammaMGF implements the Rate Parametrized Gamma Distribution R1ToR1 Moment Generating Function.
    R1ShapeScaleGammaMGF
    R1ShapeScaleGammaMGF implements the Shape/Scale Parametrized Gamma Distribution R1ToR1 Moment Generating Function.
    RdMomentGeneratingFunction
    RdMomentGeneratingFunction implements the RdToR1 Moment Generating Function.