Class FactorialMomsFromMomsKt

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    • Method Summary

      Modifier and Type Method Description
      final static Matrix factorialMomsFromMoms(Matrix m) Returns the factorial moments given the raw moments.
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    • Constructor Detail

    • Method Detail

      • factorialMomsFromMoms

         final static Matrix factorialMomsFromMoms(Matrix m)

        Returns the factorial moments given the raw moments.

        The raw moments are: m_i = E(X^i) The factorial moments are: f_i = E(X(X-1)...(X-i+1))

        Parameters:
        m - The list of raw moments (starting with the first moment)
        Returns:

        The list of factorial moments

        Reference: http://en.wikipedia.org/wiki/Factorial_moment