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Elementary expressions for moments of truncated negative binomial random variables

Saralees Nadarajah and Stephen Chan

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 15, 3734-3743

Abstract: Moments of truncated negative binomial random variables arise in many areas. But moments of general order do not appear to be available, even a correct expression for the variance of a truncated negative binomial random variable was derived only in 2016. Here, we derive the elementary expressions for the moments of general order for four different types of truncated negative binomial random variables. Computational issues are discussed for the expressions.

Date: 2018
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DOI: 10.1080/03610926.2017.1361991

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