{
  "id": "2209.07767",
  "version": "v1",
  "published": "2022-09-16T07:52:33.000Z",
  "updated": "2022-09-16T07:52:33.000Z",
  "title": "On the moments of the variance-gamma distribution",
  "authors": [
    "Robert E. Gaunt"
  ],
  "comment": "5 pages",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2022-09-16T07:52:33.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60E05",
      "62E15"
    ],
    "keywords": [
      "variance-gamma distribution",
      "zero mean normal random variables",
      "correlated zero mean normal random",
      "absolute moments",
      "closed-form formulas"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 5,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}