Explicit formulas for the joint third and fourth central moments of the multinomial distribution

2020/06/16 by Ouimet, Frédéric
#60E05 #62E15 #FOS: Computer and information sciences #FOS: Mathematics #Other Statistics (stat.OT) #Probability (math.PR)

paper · doi:10.48550/arxiv.2006.09059

Abstract

We give the first explicit formulas for the joint third and fourth central moments of the multinomial distribution, by differentiating the moment generating function. A general formula for the joint factorial moments was previously given in Mosimann (1962).

Related

• Central and noncentral moments of the multivariate hypergeometric distribution
• Factorial moments of the Poisson distribution of order k
• Moments and Absolute Moments of the Normal Distribution
• Evolution of higher moments of multiplicity distribution
• Matrix multinomial distribution