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A GENERALIZED EMERSON RECURRENCE RELATION
Author(s) -
Rayner J. C. W.,
Thas O.,
De Boeck B.
Publication year - 2008
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2008.00514.x
Subject(s) - mathematics , relation (database) , simple (philosophy) , recurrence relation , calculus (dental) , biometrics , distribution (mathematics) , statistics , mathematical analysis , epistemology , artificial intelligence , computer science , medicine , data mining , philosophy , dentistry
Summary The Emerson (1968, Biometrics 24 , 695–701) recurrence relation has many important applications in statistics. However, the original derivation applied only to discrete distributions. In the following, a simple derivation is given that generalizes the Emerson recurrence relation to any distribution for which the necessary expectations exist. A modern application is outlined.