Derivatives of a finite class of orthogonal polynomials related to inverse Gamma distribution

Abstract

In this work, we consider derivatives of a finite class of orthogonal polynomials with respect to weight function which is related to the probability density function of the inverse gamma distribution over the positive real line. General properties for this derivative class such as orthogonality, Rodrigues' formula, recurrence relation, generating function and various other related properties such as self-adjoint form and normal form are indicated. The corresponding Gaussian quadrature formulae are introduced with examples. These examples are provided to support the advantages of considering the derivatives class of the finite class of orthogonal polynomials related to inverse gamma distribution. The orthogonality property related to the Fourier transform of the derivative class under discussion is also given. © 2011 Elsevier Inc. All rights reserved.