2008
DOI: 10.48550/arxiv.0809.4155
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Inverse moments of univariate discrete distributions via the Poisson expansion

Koenraad M. R. Audenaert

Abstract: In this note we present a series expansion of inverse moments of a non-negative discrete random variate in terms of its factorial cumulants, based on the Poisson-Charlier expansion of a discrete distribution. We apply the general method to the positive binomial distribution and obtain a convergent series for its inverse moments with an error residual that is uniformly bounded on the entire interval 0 ≤ p ≤ 1.

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Cited by 2 publications
(2 citation statements)
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“…2 This is demonstrated in the right panel of Fig. 2, where we show results of the Poisson-Charlier expansion for a probability distribution [10] at various orders. As discussed in more detail in [7], the Poisson-Charlier expansion of order n generates a probability distribution based on the first n factorial cumulants in such a way that it reproduces these first n factorial cumulants.…”
Section: Two-component Model As a Statistics Friendly Distributionmentioning
confidence: 69%
“…2 This is demonstrated in the right panel of Fig. 2, where we show results of the Poisson-Charlier expansion for a probability distribution [10] at various orders. As discussed in more detail in [7], the Poisson-Charlier expansion of order n generates a probability distribution based on the first n factorial cumulants in such a way that it reproduces these first n factorial cumulants.…”
Section: Two-component Model As a Statistics Friendly Distributionmentioning
confidence: 69%
“…While a distribution is in principle fully characterized by its moments or cumulants, a straightforward Taylor expansion requires knowledge of all moments or at least of a sufficiently large number of them to keep the truncation error small. More efficient schemes have however been proposed, for example the Poisson-Charlier expansion which approximates a given distribution on the basis of its factorial cumulants by a sum of forward difference operators applied to the Poisson distribution [40,98]. In Ref.…”
Section: Appendix B: Nlo Volume Fluctuation Correctionsmentioning
confidence: 99%