Show, for the multinomial distribution with index m = 1, that the moments are i =
Question:
Show, for the multinomial distribution with index m = 1, that the moments are κ
i = πi
,
κ
ij = πiδij
, κ
ijk = πiδijk
¯¯¯¯¯¯¯and so on, where no summation is implied. Hence give an
κ
i = mπi
κ
i,j = m {πiδij − πiπj}
κ
i,j,k = m {πiδijk − πiπjδik [3] + 2πiπjπk}
κ
i,j,k,l = m{πiδijkl − πiπj (δikδjl [3] + δjkl [4]) + 2πiπjπkδil [6]
− 6πiπjπkπl}, alternative derivation of the first four cumulants in Exercise 2.16.
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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