General formulas for the central and non-central moments of the multinomial distribution
Probability
2022-05-25 v2 Statistics Theory
Statistics Theory
Abstract
We present the first general formulas for the central and non-central moments of the multinomial distribution, using a combinatorial argument and the factorial moments previously obtained in Mosimann (1962). We use the formulas to give explicit expressions for all the non-central moments up to order 8 and all the central moments up to order 4. These results expand significantly on those in Newcomer (2008) and Newcomer et al. (2008), where the non-central moments were calculated up to order 4.
Keywords
Cite
@article{arxiv.2012.13777,
title = {General formulas for the central and non-central moments of the multinomial distribution},
author = {Frédéric Ouimet},
journal= {arXiv preprint arXiv:2012.13777},
year = {2022}
}
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9 pages, 0 figures