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.
Keywords
Distribution Function Poisson Distribution Milton Beta Function Negative Binomial Distribution
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References
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© The Institute of Statistical Mathematics 1975