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Cumulants of multinomial and negative multinomial distributions

Author

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  • Withers, Christopher S.
  • Nadarajah, Saralees

Abstract

For the first time, explicit expressions are given for the cumulants of the multinomial and the negative multinomial distributions. These expressions are given in terms of Stirling numbers. Computational efficiency of the expressions is illustrated.

Suggested Citation

  • Withers, Christopher S. & Nadarajah, Saralees, 2014. "Cumulants of multinomial and negative multinomial distributions," Statistics & Probability Letters, Elsevier, vol. 87(C), pages 18-26.
    • Handle: RePEc:eee:stapro:v:87:y:2014:i:c:p:18-26
    DOI: 10.1016/j.spl.2013.12.014
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    References listed on IDEAS

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    1. Murray Jorgensen, 2004. "Using Multinomial Mixture Models to Cluster Internet Traffic," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 46(2), pages 205-218, June.
    2. Withers, Christopher S. & Nadarajah, Saralees, 2013. "Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 138-147.
    3. Yuji Yamada & James Primbs, 2004. "Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(3), pages 335-365, September.
    Full references (including those not matched with items on IDEAS)

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