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Revista de Matemática Teoría y Aplicaciones
versão impressa ISSN 1409-2433
Resumo
RINCON, Luis. A moment recursive formula for a class of distributions. Rev. Mat [online]. 2021, vol.28, n.2, pp.261-277. ISSN 1409-2433. http://dx.doi.org/10.15517/rmta.v28i2.44507.
We provide a recursive formula for the computation of moments of distributions belonging to a subclass of the exponential family. This subclass includes important cases as the binomial, negative binomial, Poisson, gamma and normal distribution, among others. The recursive formula provides a procedure to sequentially calculate the moments using only elementary operations. The approach makes no use of the moment generating function.
Palavras-chave : moments; exponential family; recursive formula..