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Some general results for moments in bivariate distributions
Authors:Ramesh C. Gupta  Mohammad Tajdari  Henrik Bresinsky
Affiliation:(1) Department of Mathematics and Statistics, University of Maine, Orono, ME 04469-5752, USA;(2) Department of Mathematics, Bowdoin College, Brunswick, ME 04011, USA
Abstract:
The purpose of this paper is to present a closed formula to compute the moments of a general function from the knowledge of its bivariate survival function. The result is derived by utilizing an integration by parts formula for two variables, which is not readily available in the literature. Many of the existing results are obtained as special cases. Finally, two examples are presented to illustrate the results. In both the examples, mixed moments as well as moments for the series system and parallel system are obtained. The integration by parts formula in two variables, derived here, is of interest in its own right and we hope that it will be useful in other investigations. The integration by parts formula in two variables is derived as a special case of a general formula in n variables.
Keywords:Integration by parts formula in n variables  Integration by parts in two variables  Bivariate survival function  Covariance between two functions  Generalized Gamma function
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