Inverse moments of univariate discrete distributions via the Poisson expansion

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dc.creatorAudenaert, Koenraad M. R.
dc.date2008-09-24
dc.date.accessioned2026-07-07T10:04:58Z
dc.date.available2026-07-07T10:04:58Z
dc.descriptionIn this note we present a series expansion of inverse moments of a non-negative discrete random variate in terms of its factorial cumulants, based on the Poisson-Charlier expansion of a discrete distribution. We apply the general method to the positive binomial distribution and obtain a convergent series for its inverse moments with an error residual that is uniformly bounded on the entire interval 0<=p<=1.
dc.description21 pages, 6 figures, 1 Mathematica program
dc.identifierhttps://arxiv.org/abs/0809.4155
dc.identifierhttp://arxiv.org/abs/0809.4155
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/169876
dc.subjectStatistics Theory
dc.titleInverse moments of univariate discrete distributions via the Poisson expansion
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