Cumulants of multinomial and negative multinomial distributions

For the first time, explicit expressions are given for the cumulants of the multinomial and the negative multinomial distributions. These expressions are given in terms of Stirling numbers. Computational efficiency of the expressions is illustrated.

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Year of publication:	2014
Authors:	Withers, Christopher S. ; Nadarajah, Saralees
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 87.2014, C, p. 18-26
Publisher:	Elsevier
Subject:	Cumulants \| Multinomial distribution \| Negative multinomial distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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