Handy Formulas for Binomial Moments

12/11/2020
by   Maciej Skorski, et al.
0

Despite the relevance of the binomial distribution for probability theory and applied statistical inference, its higher-order moments are poorly understood. The existing formulas are either not general enough, or not structured or simplified enough for intended applications. This paper introduces novel formulas for binomial moments, in terms of variance rather than success probability. The obtained formulas are arguably better structured and simpler compared to prior works. In addition, the paper presents algorithms to derive these formulas along with working implementation in the Python symbolic algebra package. The novel approach is a combinatorial argument coupled with clever algebraic simplifications which rely on symmetrization theory. As an interesting byproduct we establish asymptotically sharp estimates for central binomial moments, improving upon partial results from prior works.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
12/26/2020

General formulas for the central and non-central moments of the multinomial distribution

We present the first general formulas for the central and non-central mo...
research
09/10/2022

Moments of the negative multinomial distribution

The negative multinomial distribution appears in many areas of applicati...
research
05/13/2021

The cross-sectional distribution of portfolio returns and applications

This paper aims to develop new mathematical and computational tools for ...
research
09/26/2022

Inter-order relations between moments of a Student t distribution, with an application to L_p-quantiles

This paper introduces inter-order formulas for partial and complete mome...
research
08/04/2023

A Review of Change of Variable Formulas for Generative Modeling

Change-of-variables (CoV) formulas allow to reduce complicated probabili...
research
07/14/2021

New Developments on the Non-Central Chi-Squared and Beta Distributions

New formulas for the moments about zero of the Non-central Chi-Squared a...
research
10/27/2020

The p-Airy distribution

In this manuscript we consider the set of Dyck paths equipped with the u...

Please sign up or login with your details

Forgot password? Click here to reset