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Integral expressions for tail probabilities of the negative multinomial distribution

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Summary

An alternative simple derivation is given for some integral expressions for tail probabilities of the negative multinomial distribution obtained by Olkin & Sobel [3] inBiometrika. The new derivation is based on the fact that the negative multinomial distribution is a certain mixture of the multiple Poisson distribution and on a well known integral expression for the distribution function of the univariate Poisson distribution.

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References

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Authors and Affiliations

  1. University of Texas at Austin, Austin, USA

    S. W. Joshi

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  1. S. W. Joshi
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Joshi, S.W. Integral expressions for tail probabilities of the negative multinomial distribution. Ann Inst Stat Math 27, 95–97 (1975). https://doi.org/10.1007/BF02504628

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  • DOI: https://doi.org/10.1007/BF02504628

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