Central and noncentral moments of the multivariate hypergeometric distribution

2024/04/14 by Ouimet, Frédéric
#60E05 #62E15 #62H10 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2404.09118

Abstract

In this short note, explicit formulas are developed for the central and noncentral moments of the multivariate hypergeometric distribution. A numerical implementation is provided in Mathematica for fast evaluations. This work complements the paper by Ouimet (2021), where analogous formulas were derived and implemented in Mathematica for the multinomial distribution.

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