Moments and Cumulants of a Mixture
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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.
KeywordsBell polynomials CPU time Cumulants Mixtures Moments
AMS 2000 Subject Classification62F03
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