On formulae for central moments of counting distributions

• Autorzy: Katarzyna Steliga , Dominik Szynal
• Języki publikacji: EN

Abstrakty

EN

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.

Kategorie tematyczne

• 62E99: None of the above, but in this section
• 60E99: None of the above, but in this section

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2015
• Tom: 42
• Numer: 1
• Strony: 111-124

Daty

wydano

2015

Twórcy

autor

Katarzyna Steliga

• Department of Mathematics, Faculty of Economics, Maria Curie-Skłodowska University, Pl. M. Curie-Skłodowskiej 5, 20-031 Lublin, Poland

autor

Dominik Szynal

• Department of Economics, The John Paul II Catholic University of Lublin, Wydział Zamiejscowy, Ofiar Katynia 6, 37-450 Stalowa Wola, Poland

Identyfikatory

DOI

10.4064/am42-1-7