Some applications of Dirac's delta function in Statistics for more than ...
Some applications of Dirac's delta function in Statistics for more than ...
Some applications of Dirac's delta function in Statistics for more than ...
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AAM: Intern, J., Vol. 3, Issue 1 (June 2008) [Previously, Vol. 3, No. 1] 53<br />
The last equality follows because <strong>of</strong> the follow<strong>in</strong>g relation<br />
n<br />
( k ) ( n−k<br />
)<br />
n ∂<br />
〈 ψ , δ ( x) δ ( y)<br />
〉 = ( −1)<br />
ψ ( x,<br />
y)<br />
|<br />
k n−k<br />
x=<br />
0,<br />
y=<br />
0 .<br />
∂x<br />
∂y<br />
There<strong>for</strong>e, we have<br />
1<br />
f ( x,<br />
y)<br />
= ∑ ≤ n< ∞∑<br />
δ<br />
0 0≤k<br />
< n k!<br />
( n − k)!<br />
n ( k ) ( n−k<br />
)<br />
µ k , n−k<br />
( −1)<br />
δ ( x)<br />
( y)<br />
.<br />
Now, the non-central moment <strong>of</strong> order ( r , s)<br />
is given by<br />
∞ ∞<br />
∫ ∫<br />
−∞−∞<br />
But, we also have<br />
∫∫<br />
∞ ∞<br />
r s<br />
r s<br />
f ( x,<br />
y)<br />
x y dxdy = ∫ ∫ x y ∑ ∑<br />
−∞−∞<br />
0≤n< ∞ 0≤k<br />
≤n<br />
r s ( i)<br />
( j)<br />
x y δ ( x)<br />
δ ( y)<br />
dxdy = 0,<br />
if i ≠ r or j ≠ s<br />
1<br />
k!<br />
( n − k)!<br />
r+ s<br />
= ( −1)<br />
r!<br />
s!<br />
, if i = r and j = s .<br />
There<strong>for</strong>e, the non-central moment <strong>of</strong> order ( r , s)<br />
reduces to µ r, s .<br />
n ( k ) ( n−k<br />
)<br />
µ k , n−k<br />
( −1)<br />
δ ( x)<br />
δ ( y)<br />
dxdy .<br />
When we talk about the moment generat<strong>in</strong>g <strong>function</strong> <strong>in</strong> the one variable case, we have<br />
∞<br />
n<br />
tX tx ( −1)<br />
(<br />
φ ( t)<br />
= E(<br />
e ) = ∫ e ∑ µ<br />
0≤n<<br />
∞<br />
nδ<br />
n!<br />
=<br />
=<br />
=<br />
−∞<br />
n<br />
( −1)<br />
n!<br />
( −1)<br />
n!<br />
µ n<br />
t<br />
n<br />
∞<br />
∑ µ<br />
0≤n<<br />
∞<br />
n ∫<br />
∑0≤ n<<br />
∞<br />
∑0 ≤n<<br />
∞ !<br />
n<br />
n<br />
−∞<br />
e<br />
tx<br />
µ ( −1)<br />
.<br />
n<br />
δ<br />
n<br />
( n)<br />
d<br />
dx<br />
( x)<br />
dx<br />
n<br />
n<br />
e<br />
tx<br />
|<br />
n)<br />
x=<br />
0<br />
( x)<br />
dx<br />
In the two-variable case, the moment generat<strong>in</strong>g <strong>function</strong> is given by<br />
φ ( s,<br />
t)<br />
∞ ∞<br />
sX + tY<br />
sx+<br />
ty<br />
= E(<br />
e ) = ∫ ∫ e f ( x,<br />
y)<br />
dxdy<br />
−∞−∞<br />
∞ ∞<br />
sx+<br />
ty<br />
1<br />
= ∫ ∫ e ∑0≤ n< ∞∑<br />
0≤k<br />
< n k!<br />
( n − k<br />
−∞−∞<br />
=<br />
1<br />
k!<br />
( n − k)!<br />
µ<br />
)!<br />
k , n−k<br />
∞ ∞<br />
n<br />
∑ ∑ µ<br />
≤ < ∞ ≤ <<br />
− −<br />
0 n 0 k n<br />
k , n k ( 1)<br />
∫ ∫<br />
−∞−∞<br />
n<br />
( −1)<br />
δ<br />
e<br />
sx+<br />
ty<br />
δ<br />
( k )<br />
( k )<br />
( x)<br />
δ<br />
( x)<br />
δ<br />
( n−k<br />
)<br />
( n−k<br />
)<br />
( y)<br />
dxdy<br />
( y)<br />
dxdy