Inverse moments of univariate discrete distributions via the Poisson expansion
نویسنده
چکیده
In this note we present a series expansion of inverse moments of a non-negative discrete random variate in terms of its factorial cumulants, based on the Poisson-Charlier expansion of a discrete distribution. We apply the general method to the positive binomial distribution and obtain a convergent series for its inverse moments with an error residual that is uniformly bounded on the entire interval 0 ≤ p ≤ 1.
منابع مشابه
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