Variance of the truncated negative binomial distribution

J Shonkwiler

Journal of Econometrics, 2016, vol. 195, issue 2, 209-210

Abstract: Citations to formulas for the moments of the truncated negative binomial distribution usually reference the paper by Gurmu and Trivedi (1992). However their second moments of the truncated negative binomial are incorrect. We derive the correct second moments for both the left and right truncated negative binomial distribution. The second moments of the truncated distributions are written in a form that shows they will converge to the second moment of the un-truncated distribution when the truncated first moment approaches the un-truncated first moment.

Keywords: Negative binomial; Truncation; Incomplete beta function (search for similar items in EconPapers)
JEL-codes: C18 C46 C52 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:195:y:2016:i:2:p:209-210

DOI: 10.1016/j.jeconom.2016.09.002

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