On formulae for central moments of counting distributions

Katarzyna Steliga; Dominik Szynal

Applicationes Mathematicae (2015)

  • Volume: 42, Issue: 1, page 111-124
  • ISSN: 1233-7234

Abstract

top
The aim of this article is to give new formulae for central moments of the binomial, negative binomial, Poisson and logarithmic distributions. We show that they can also be derived from the known recurrence formulae for those moments. Central moments for distributions of the Panjer class are also studied. We expect our formulae to be useful in many applications.

How to cite

top

Katarzyna Steliga, and Dominik Szynal. "On formulae for central moments of counting distributions." Applicationes Mathematicae 42.1 (2015): 111-124. <http://eudml.org/doc/279919>.

@article{KatarzynaSteliga2015,
abstract = {The aim of this article is to give new formulae for central moments of the binomial, negative binomial, Poisson and logarithmic distributions. We show that they can also be derived from the known recurrence formulae for those moments. Central moments for distributions of the Panjer class are also studied. We expect our formulae to be useful in many applications.},
author = {Katarzyna Steliga, Dominik Szynal},
journal = {Applicationes Mathematicae},
keywords = {moments; Stirling numbers; recursions; Panjer class; compound distributions},
language = {eng},
number = {1},
pages = {111-124},
title = {On formulae for central moments of counting distributions},
url = {http://eudml.org/doc/279919},
volume = {42},
year = {2015},
}

TY - JOUR
AU - Katarzyna Steliga
AU - Dominik Szynal
TI - On formulae for central moments of counting distributions
JO - Applicationes Mathematicae
PY - 2015
VL - 42
IS - 1
SP - 111
EP - 124
AB - The aim of this article is to give new formulae for central moments of the binomial, negative binomial, Poisson and logarithmic distributions. We show that they can also be derived from the known recurrence formulae for those moments. Central moments for distributions of the Panjer class are also studied. We expect our formulae to be useful in many applications.
LA - eng
KW - moments; Stirling numbers; recursions; Panjer class; compound distributions
UR - http://eudml.org/doc/279919
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.