English

Moments of q-Normal and conditional q-Normal distributions

Probability 2015-07-20 v1

Abstract

We calculate moments and moment generating functions of two distributions: the so called qq-Normal and the so called conditional qq-Normal distributions. These distributions generalize both Normal (q=1),q=1), Wigner (% q=0, qq-Normal) and Kesten-McKay (q=0,q=0, conditional qq-Normal) distributions. As a by product we get asymptotic properties of some expansions in modified Bessel functions.

Keywords

Cite

@article{arxiv.1506.07970,
  title  = {Moments of q-Normal and conditional q-Normal distributions},
  author = {Paweł J. Szabłowski},
  journal= {arXiv preprint arXiv:1506.07970},
  year   = {2015}
}