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相关论文: Moments of the negative multinomial distribution

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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…

概率论 · 数学 2022-05-25 Frédéric Ouimet

We give the first explicit formulas for the joint third and fourth central moments of the multinomial distribution, by differentiating the moment generating function. A general formula for the joint factorial moments was previously given in…

其他统计学 · 统计学 2020-12-29 Frédéric Ouimet

In this article, a generalized version of Negative binomial-beta exponential distribution with five parameters have been introduced. Some interesting submodels have been derived from it. A comprehensive mathematical treatment of proposed…

统计理论 · 数学 2019-05-31 Anwar Hassan , Ishfaq Shah Ahmad , Peer Bilal Ahmad

In this short note, explicit formulas are developed for the central and noncentral moments of the multivariate hypergeometric distribution. A numerical implementation is provided in Mathematica for fast evaluations. This work complements…

概率论 · 数学 2024-04-16 Frédéric Ouimet

The negative binomial distribution NB$(k,r)$ of Type I is the probability distribution for a sequence of independent Bernoulli trials (with success parameter $p\in(0,1)$) with $r$ nonoverlapping success runs of length $\ge k$. We present a…

概率论 · 数学 2024-01-30 S. R. Mane

In this paper, we investigate certain combinatorial numbers, the \textit{moment generating Stirling numbers}. They are a special case of Hsu's generalized Stirling numbers and satisfy many more properties and combinatorial identities than…

组合数学 · 数学 2022-06-20 Ludwig Frank

The ratio of cumulant to factorial moments of experimental multiplicity distributions has been calculated for $e^{+}e^{-}$ and $hh$ interactions in a wide range of energies. As a function of the rank it exhibits an initial steep decrease…

高能物理 - 实验 · 物理学 2009-10-22 I. M. Dremin , V. Arena , G. Boca , G. Gianini , S. Malvezzi , M. Merlo , S. P. Ratti , C. Riccardi , G. Salvadori , L. Viola , P. Vitulo

We present formulas for the (raw and central) moments and absolute moments of the normal distribution. We note that these results are not new, yet many textbooks miss out on at least some of them. Hence, we believe that it is worthwhile to…

统计理论 · 数学 2014-07-18 Andreas Winkelbauer

The ratio of cumulant to factorial moments of multiplicity distribu- tions has been calculated for e+e- and hh data in a wide range of energies. As a function of the rank it exhibits a regular behaviour with a steep descent and two negative…

We present a characterization of the null moments of the Complex Multivariate Normal Distribution with non-singular covariance matrix and we give closed-forms expressions for its non-null moments.

概率论 · 数学 2018-02-15 C. Fassino , G. Pistone , M. P. Rogantin

New formulas for the moments about zero of the Non-central Chi-Squared and the Non-central Beta distributions are achieved by means of novel approaches. The mixture representation of the former model and a new expansion of the ascending…

统计理论 · 数学 2021-07-15 Carlo Orsi

In this note we present a series expansion of inverse moments of a non-negative discrete random variate in terms of its factorial cumulants, based on the Poisson-Charlier expansion of a discrete distribution. We apply the general method to…

统计理论 · 数学 2008-09-25 Koenraad M. R. Audenaert

In this work we show that the latest LHC data on multiplicity moments $C_2-C_5$ are well described by a two-step model in the form of a convolution of the Poisson distribution with energy-dependent source function. For the source function…

高能物理 - 唯象学 · 物理学 2011-10-18 Michal Praszalowicz

We introduce a novel method for obtaining a wide variety of moments of any random variable with a well-defined moment-generating function (MGF). We derive new expressions for fractional moments and fractional absolute moments, both central…

计量经济学 · 经济学 2025-10-21 Peter Reinhard Hansen , Chen Tong

We provide an algebraic setting for cumulants and factorial moments through the classical umbral calculus. Main tools are the compositional inverse of the unity umbra, connected with the logarithmic power series, and a new umbra here…

概率论 · 数学 2007-05-23 E. Di Nardo , D. Senato

This work is an extension of our earlier article, where a well-known integral representation of the logarithmic function was explored, and was accompanied with demonstrations of its usefulness in obtaining compact, easily-calculable, exact…

信息论 · 计算机科学 2020-07-15 Neri Merhav , Igal Sason

In this paper, we generalise the formula for the fourth moment of a random determinant to account for entries with asymmetric distribution. We also derive the second moment of a random Gram determinant.

概率论 · 数学 2023-09-25 Dominik Beck

This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…

概率论 · 数学 2008-11-12 Giovanni Peccati , Murad S. Taqqu

Properties satisfied by the moments of the partial non-central chi-square distribution function, also known as Nuttall Q-functions, and methods for computing these moments are discussed in this paper. The Nuttall Q-function is involved in…

经典分析与常微分方程 · 数学 2013-06-10 Amparo Gil , Javier Segura , Nico M. Temme

Despite the relevance of the binomial distribution for probability theory and applied statistical inference, its higher-order moments are poorly understood. The existing formulas are either not general enough, or not structured and…

统计理论 · 数学 2022-06-07 Maciej Skorski
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