Recurrence Relations for Higher Order Moments of a Compound Binomial Random Variable
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We present new recurrence formulas for the raw and central moments of a compound binomial random variable. Our approach involves relating two compound binomial random variables that have parameters with a difference of 1 for the number of trials, but which have the same parameters for the success probability for each trial. As a consequence of our recursions, the raw and central moments of a binomial random variable are obtained in a recursive manner without the use of Stirling numbers.
Abstract
We present new recurrence formulas for the raw and central moments of a compound binomial random variable. Our approach involves relating two compound binomial random variables that have parameters with a difference of 1 for the number of trials, but which have the same parameters for the success probability for each trial. As a consequence of our recursions, the raw and central moments of a binomial random variable are obtained in a recursive manner without the use of Stirling numbers.
참고문헌 (13)
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