Recursions for the Moments of Some Continuous Distributions
Dave Giles (noreply@blogger.com)
This post follows on from my recent one, Recursions for the Moments of Some Discrete Distributions . I'm going to assume that you've read the previous post, so this one will be shorter. What I'll be discussing here are some useful recursion formulae for computing the moments of a number of continuous distributions that are widely used in econometrics. The coverage won't be exhaustive, by any means. I provide some motivation for looking at formulae such as these in the previous post, so I won't r