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moment_joint_binomial_from_tail.m
1function b = moment_joint_binomial_from_tail(t)
2% b = moment_joint_binomial_from_tail(t)
3%
4% Converts the joint survival probabilities t_(m_1,...,m_d) = P(N_1 >= m_1,
5% ..., N_d >= m_d) of a nonnegative integer random vector into its joint
6% binomial moments,
7%
8% b_(k) = E[prod_j nchoosek(N_j,k_j)]
9% = sum_(m>=k) prod_j nchoosek(m_j-1,k_j-1) * t_(m)
10%
11% The transform is the tensor product of the univariate one, which is what
12% makes the mode-by-mode evaluation legitimate: an entry with k_j = 0 selects
13% m_j = 0, and t_(0,m_2,...) is by construction the marginal survival array of
14% the remaining coordinates. As in the univariate case it is upper triangular,
15% so the array must cover the joint support to be exact; truncating gives lower
16% bounds.
17%
18% Input:
19% t: array of size (n_1+1)x...x(n_d+1) holding the joint survival
20% probabilities, element 1 being 1
21%
22% Output:
23% b: array of the same size holding the joint binomial moments
24%
25% Example:
26% b = moment_joint_binomial_from_tail(t);
27%
28% Reference:
29% A. Heindl and A. van de Liefvoort. Moment conversions for discrete
30% distributions. PMCCS, 2003.
31
32b = moment_jointtrans(t, 'binomial_from_tail');
33end