Moments and Cumulants of a Mixture

被引：5

作者：

Withers, Christopher S. ^{[1
]}

Nadarajah, Saralees ^{[2
]}

Shih, Shou Hsing ^{[3
]}

机构：

[1] Ind Res Ltd, Appl Math Grp, Lower Hutt, New Zealand

[2] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England

[3] Amer Univ Sharjah, Dept Math & Stat, Sharjah, U Arab Emirates

来源：

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | 2015年 / 17卷 / 03期

关键词：

Bell polynomials; CPU time; Cumulants; Mixtures; Moments; MULTIVARIATE BELL POLYNOMIALS; MODELS; SERIES;

D O I：

10.1007/s11009-013-9379-y

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

For the first time, general formulas for moments and cumulants are derived for mixtures of two or more distributions. The formulas involve the Bell polynomials. Computational efficiency of the formulas is illustrated by applications for two component and three-component normal mixture models.

引用

页码：541 / 564

页数：24

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