Linear combinations of probabilities (Q1897866)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Linear combinations of probabilities
scientific article

    Statements

    Linear combinations of probabilities (English)
    0 references
    0 references
    11 September 1995
    0 references
    Let \(f(z)= \sum^\infty_{k= 0} \varphi_k z^k\) converge in the unit disk \(|z|< 1\). The author considers the characteristics \[ \sigma_m= \Biggl({d^m\over dz^m}\log f(z)\Biggr)_{z= 0},\quad \varphi_{n, k}= {1\over 2\pi i} \int_{|z|= 1/2} f^n(z) z^{- k- 1} dz \] and establishes a formula expressing \(\varphi_{n, k}\) in terms of \(\sigma_m\). Then some arguments are given that when one considers the sums of \(n\) i.i.d. random variables, it is sometimes more convenient to deal with the described characteristics rather than usual semi-invariants or factorial semi-invariants.
    0 references
    0 references
    generating function
    0 references
    semi-invariants
    0 references
    factorial semi-invariants
    0 references