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

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dc.contributor.authorPekalp, Mustafa Hilmi
dc.contributor.departmentOthertr_TR
dc.contributor.facultyMühendislik Fakültesitr_TR
dc.date.accessioned2022-12-21T08:55:08Z
dc.date.available2022-12-21T08:55:08Z
dc.date.issued2021
dc.description.abstractIn 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.tr_TR
dc.description.indexTrdizintr_TR
dc.identifier.endpage743tr_TR
dc.identifier.issn/e-issn1303-5991
dc.identifier.issue2tr_TR
dc.identifier.startpage731tr_TR
dc.identifier.urihttps://doi.org/10.31801/cfsuasmas.865647tr_TR
dc.identifier.urihttp://hdl.handle.net/20.500.12575/86283
dc.identifier.volume70tr_TR
dc.language.isoentr_TR
dc.publisherAnkara Üniversitesitr_TR
dc.relation.isversionof10.31801/cfsuasmas.865647tr_TR
dc.relation.journalCommunications, Series A1:Mathematics and Statisticstr_TR
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıtr_TR
dc.subjectGeometric process, moment functions, skewness and kurtosis, numerical solutiontr_TR
dc.titleNumerical solution to an integral equation for the kth moment function of a geometric processtr_TR
dc.typeArticletr_TR

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