Page 435 - Contributed Paper Session (CPS) - Volume 4

CPS2523 Christian E. Galarza et al.

4. Discussion and Conclusion
In this paper, we have developed recurrence relations for integrals that
involve the density of MESN distributions. These recursions allow fast
computation of arbitrary order product moments of TMESN and FMESN
distributions as well as the first two moments of the TMESN and FMESN as a
by product, generalizing results obtained by Kan & Robotti (2017). We also
presented some general results aiming to compute these moments for other
multivariate skewed distribution belonging to the location-scale family. Finally,
the proposed method has been coded and implemented in the R MomTrunc
package, which is available for the users on CRAN repository

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