Package jline.api.moment

Class Moment_binomial_from_factorial

java.lang.Object
jline.api.moment.Moment_binomial_from_factorial
public final class Moment_binomial_from_factorial extends Object
Binomial moments from factorial moments.

Converts the factorial moments f_n = E[N(N-1)...(N-n+1)] of a discrete random variable N into the binomial moments b_n = E[binom(N,n)] via the one-to-one correspondence 

   b_n = f_n / n!

Reference: A. Heindl and A. van de Liefvoort. Moment conversions for discrete distributions. PMCCS, 2003, Section 4.

Since:
LINE 3.0

  • Method Details

    • moment_binomial_from_factorial

      public static Matrix moment_binomial_from_factorial(Matrix f)
      Binomial moments from factorial moments.
      Parameters:
      f - column vector of length n+1 holding the moments of order 0..n, element 0 being the order-0 moment, which equals 1
      Returns:
      column vector of length n+1 holding the converted moments