engleski

On the characteristic function of the generalized normal distribution

For the first time, an explicit closed form expression is derived for the characteristic function of the generalized normal distribution (GND). Also derived is an expression for the correlation coefficient between variate-values and their ranks in samples from the GND. The expression for the former involves the Fox-Wright generalized confluent hypergeometric ${; ; }; ; _1\Psi_1$-function, while the latter is expressed via the Gaussian hypergeometric ${; ; }; ; _2F_1$.

Characteristic function; Generalized normal distribution; Stuart's correlation coefficient

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