Central and noncentral moments of the multivariate hypergeometric distribution
Fr\'ed\'eric Ouimet
TL;DR
This paper derives explicit formulas for the central and noncentral moments of the multivariate hypergeometric distribution and provides a Mathematica implementation for efficient computation.
Contribution
It introduces new formulas for moments of the multivariate hypergeometric distribution and offers a computational tool, extending prior work on the multinomial distribution.
Findings
Explicit formulas for moments are derived.
Mathematica implementation enables fast evaluations.
The work complements existing formulas for related distributions.
Abstract
In this short note, explicit formulas are developed for the central and noncentral moments of the multivariate hypergeometric distribution. A numerical implementation is provided in Mathematica for fast evaluations. This work complements the paper by Ouimet (2021), where analogous formulas were derived and implemented in Mathematica for the multinomial distribution.
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Taxonomy
TopicsAdvanced Statistical Methods and Models · Advanced Statistical Process Monitoring · Diverse Scientific and Engineering Research