Moments and Cumulants of a Mixture

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)
ID: 605519749
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024 7 0 |a 10.1007/s11009-013-9379-y  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s11009-013-9379-y 
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 
856 4 0 |u https://doi.org/10.1007/s11009-013-9379-y  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s11009-013-9379-y  |q text/html  |z Onlinezugriff via DOI 
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