Biometrika
Oct 27, 2026
Using fractional derivatives to derive marginal densities
Authors
S Y Li
D A van Dyk
M Autenrieth
Paper Information
-
Journal:
Biometrika -
DOI:
10.1093/biomet/asag069 -
Published:
October 27, 2026 -
Added to Tracker:
Oct 27, 2026
Abstract
Abstract This paper presents a novel method for analytical derivations of marginal densities using the fractional derivatives of moment-generating functions. Although the method requires likelihood functions to take specific forms, its assumptions are otherwise modest. It only requires that the prior moment-generating functions exist, are finite, and are continuous and differentiable at certain points. We also present the probabilistic and statistical insights behind this method.
Author Details
S Y Li
AuthorD A van Dyk
AuthorM Autenrieth
AuthorCitation Information
APA Format
S Y Li
,
D A van Dyk
&
M Autenrieth
(2026)
.
Using fractional derivatives to derive marginal densities.
Biometrika
, 10.1093/biomet/asag069.
BibTeX Format
@article{paper1832,
title = { Using fractional derivatives to derive marginal densities },
author = {
S Y Li
and D A van Dyk
and M Autenrieth
},
journal = { Biometrika },
year = { 2026 },
doi = { 10.1093/biomet/asag069 },
url = { https://doi.org/10.1093/biomet/asag069 }
}