A moment recursive formula for a class of distributions

• Rincón, Luis ^[1]
  1. [1] Universidad Nacional Autónoma de México

     Universidad Nacional Autónoma de México

     México

     
• Localización: Revista de Matemática: Teoría y Aplicaciones, ISSN 2215-3373, ISSN-e 2215-3373, Vol. 28, Nº. 2, 2021 (Ejemplar dedicado a: Revista de Matemática: Teoría y Aplicaciones), págs. 261-277
• Idioma: inglés
• DOI: 10.15517/rmta.v28i2.44507
• Títulos paralelos:
  • Una fórmula recursiva para los momentos de algunas distribuciones de probabilidad
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• Resumen
  • español

    Se proporciona una fórmula recursiva para calcular los momentos de ciertas distribuciones que pertenecen a una subclase de la familia exponencial. A esta subclase de distribuciones pertenecen las distribuciones binomial, binomial negativa, Poison, gama y normal, entre otras. La fórmula recursiva provee de un procedimiento para calcular los momentos de manera secuencial usando únicamente operaciones elementales. El método no hace uso de la función generadora de momentos.

  • English

    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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