Moments and Cumulants of a Mixture
Gespeichert in:
Verfasser / Beitragende:
[Christopher Withers, Saralees Nadarajah, Shou Shih]
Ort, Verlag, Jahr:
2015
Enthalten in:
Methodology and Computing in Applied Probability, 17/3(2015-09-01), 541-564
Format:
Artikel (online)
Online Zugang:
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| 024 | 7 | 0 | |a 10.1007/s11009-013-9379-y |2 doi |
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| 245 | 0 | 0 | |a Moments and Cumulants of a Mixture |h [Elektronische Daten] |c [Christopher Withers, Saralees Nadarajah, Shou Shih] |
| 520 | 3 | |a For the first time, general formulas for moments and cumulants are derived for mixtures of two or more distributions. The formulas involve the Bell polynomials. Computational efficiency of the formulas is illustrated by applications for two-component and three-component normal mixture models. | |
| 540 | |a Springer Science+Business Media New York, 2013 | ||
| 690 | 7 | |a Bell polynomials |2 nationallicence | |
| 690 | 7 | |a CPU time |2 nationallicence | |
| 690 | 7 | |a Cumulants |2 nationallicence | |
| 690 | 7 | |a Mixtures |2 nationallicence | |
| 690 | 7 | |a Moments |2 nationallicence | |
| 700 | 1 | |a Withers |D Christopher |u Applied Mathematics Group, Industrial Research Limited, Lower Hutt, New Zealand |4 aut | |
| 700 | 1 | |a Nadarajah |D Saralees |u School of Mathematics, University of Manchester, M13 9PL, Manchester, UK |4 aut | |
| 700 | 1 | |a Shih |D Shou |u Department of Mathematics and Statistics, American University of Sharjah, Sharjah, UAE |4 aut | |
| 773 | 0 | |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/3(2015-09-01), 541-564 |x 1387-5841 |q 17:3<541 |1 2015 |2 17 |o 11009 | |
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| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Withers |D Christopher |u Applied Mathematics Group, Industrial Research Limited, Lower Hutt, New Zealand |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Nadarajah |D Saralees |u School of Mathematics, University of Manchester, M13 9PL, Manchester, UK |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Shih |D Shou |u Department of Mathematics and Statistics, American University of Sharjah, Sharjah, UAE |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Methodology and Computing in Applied Probability |d Springer US; http://www.springer-ny.com |g 17/3(2015-09-01), 541-564 |x 1387-5841 |q 17:3<541 |1 2015 |2 17 |o 11009 | ||