Moments and Cumulants of a Mixture

Christopher S. Withers, Saralees Nadarajah () and Shou Hsing Shih
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Christopher S. Withers: Industrial Research Limited
Saralees Nadarajah: University of Manchester
Shou Hsing Shih: American University of Sharjah

Methodology and Computing in Applied Probability, 2015, vol. 17, issue 3, 541-564

Abstract: Abstract For the first time, general formulas for moments and cumulants are derived for mixtures of two or more distributions. The formulas involve the Bell polynomials. Computational efficiency of the formulas is illustrated by applications for two-component and three-component normal mixture models.

Keywords: Bell polynomials; CPU time; Cumulants; Mixtures; Moments; 62F03 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s11009-013-9379-y

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