Package jline.api.moment

Class Moment_factorial_from_binomial

java.lang.Object
jline.api.moment.Moment_factorial_from_binomial
public final class Moment_factorial_from_binomial extends Object
Factorial moments from binomial moments.

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

   f_n = n! * b_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_factorial_from_binomial

      public static Matrix moment_factorial_from_binomial(Matrix b)
      Factorial moments from binomial moments.
      Parameters:
      b - 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