Package jline.api.moment

Class Moment_upfactorial_from_negbinomial

java.lang.Object
jline.api.moment.Moment_upfactorial_from_negbinomial
public final class Moment_upfactorial_from_negbinomial extends Object
Upward-factorial moments from negative-binomial moments.

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

Since:
LINE 3.0

  • Method Details

    • moment_upfactorial_from_negbinomial

      public static Matrix moment_upfactorial_from_negbinomial(Matrix bm)
      Upward-factorial moments from negative-binomial moments.
      Parameters:
      bm - 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