Open AccessA moment recursive formula for a class of distributions
Author(s) -
Luis Rincón
Publication year - 2021
Publication title -
revista de matemáticas
Language(s) - English
Resource type - Journals
eISSN - 2215-3373
pISSN - 1409-2433
DOI - 10.15517/rmta.v28i2.44507
Subject(s) - mathematics , exponential family , class (philosophy) , poisson distribution , moment (physics) , subclass , negative binomial distribution , gamma distribution , computation , binomial (polynomial) , exponential function , multinomial distribution , generating function , binomial distribution , exponential distribution , natural exponential family , moment generating function , function (biology) , binomial coefficient , combinatorics , probability distribution , statistics , mathematical analysis , algorithm , computer science , physics , classical mechanics , artificial intelligence , evolutionary biology , antibody , immunology , biology
We provide a recursive formula for the computation of moments of distributions belonging to a subclass of the exponential family. This subclass includes important cases as the binomial, negative binomial, Poisson, gamma and normal distribution, among others. The recursive formula provides a procedure to sequentially calculate the moments using only elementary operations. The approach makes no use of the moment generating function.