Package jline.api.moment

Class Moment_negbinomial_from_upfactorial

java.lang.Object
jline.api.moment.Moment_negbinomial_from_upfactorial
public final class Moment_negbinomial_from_upfactorial extends Object
Negative-binomial moments from upward-factorial moments.

Converts the upward-factorial moments f_n^+ = E[N(N+1)...(N+n-1)] of a discrete random variable N into the negative-binomial moments b_n^- = E[binom(N+n-1,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, eq. (7).

Since:
LINE 3.0

  • Method Details

    • moment_negbinomial_from_upfactorial

      public static Matrix moment_negbinomial_from_upfactorial(Matrix fp)
      Negative-binomial moments from upward-factorial moments.
      Parameters:
      fp - 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