Explicit forms for three integrals in Wand et al.

Tibor Pogany, Saralees Nadarajah


We derive explicit forms for the three integrals used in Kim and Wand [{\it Electron. J. Statist.} {\bf 10} (2016), 550--581] and Wand, Ormerody, Padoan, Fr\"uhwirth [{\it Bayesian Anal.} {\bf 6} (2011), 847--900]. The explicit forms involve known special functions for which in-built routines are available.


Gr\"unwald--Letnikov fractional derivative; Kummer confluent hypergeometric function; parabolic cylinder function; Tricomi confluent hypergeometric function

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ISSN: 1331-0623 (Print), 1848-8013 (Online)