Moments and Cumulants of a Mixture
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- Withers, C.S., Nadarajah, S. & Shih, S.H. Methodol Comput Appl Probab (2015) 17: 541. doi:10.1007/s11009-013-9379-y
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For the first time, general formulas for moments and cumulants are derived for mixtures of two or more distributions. The formulas involve the Bell polynomials. Computational efficiency of the formulas is illustrated by applications for two-component and three-component normal mixture models.