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.
翻译:我们为差异伽玛分布的瞬间和绝对瞬间获得了新的封闭式公式。 因此,我们为两个相关零平均随机变量的产物的瞬间和绝对瞬间得出了新的公式。