A moment recursive formula for a class of distributions
We provide a recursive formula for the computation of moments of distributions belonging to a subclass of the exponential family. This subclass includes important cases as the binomial, negative binomial, Poisson, gamma and normal distribution, among others. The recursive formula provides a procedur...
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| Tipo de documento: | artigo |
| Estado: | Versão publicada |
| Data de publicação: | 2021 |
| País: | Costa Rica |
| Recursos: | Universidad de Costa Rica |
| Repositório: | Portal de Revistas UCR |
| Idioma: | inglês |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/44507 |
| Acesso em linha: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/44507 |
| Access Level: | Acceso aberto |
| Palavra-chave: | moments exponential family recursive formula momentos familia exponencial fórmula recursiva |
| Resumo: | We provide a recursive formula for the computation of moments of distributions belonging to a subclass of the exponential family. This subclass includes important cases as the binomial, negative binomial, Poisson, gamma and normal distribution, among others. The recursive formula provides a procedure to sequentially calculate the moments using only elementary operations. The approach makes no use of the moment generating function. |
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