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Cumulants of a random variable distributed uniformly on the first $$n$$ n integers

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  • Christopher Withers
  • Saralees Nadarajah

Abstract

Motivated by a roundoff problem, we derive new expressions for cumulants of a random variable distributed uniformly on $$0,1, \ldots , n-1$$ 0 , 1 , … , n - 1 . Their computational efficiency over a known expression is discussed. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Christopher Withers & Saralees Nadarajah, 2015. "Cumulants of a random variable distributed uniformly on the first $$n$$ n integers," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(2), pages 229-236, April.
    • Handle: RePEc:spr:alstar:v:99:y:2015:i:2:p:229-236
    DOI: 10.1007/s10182-014-0238-0
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    References listed on IDEAS

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    1. Wang, B. & Wertelecki, W., 2013. "Density estimation for data with rounding errors," Computational Statistics & Data Analysis, Elsevier, vol. 65(C), pages 4-12.
    2. Weiming Li & Z. D. Bai, 2011. "Analysis of accumulated rounding errors in autoregressive processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(5), pages 518-530, September.
    3. H. Schneeweiss & J. Komlos & A. Ahmad, 2010. "Symmetric and asymmetric rounding: a review and some new results," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 94(3), pages 247-271, September.
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