Moments of the Negative Multinomial Distribution

Abstract

The negative multinomial distribution appears in many areas of applications such as polarimetric image processing and the analysis of longitudinal count data. In previous studies, general formulas for the falling factorial moments and cumulants of the negative multinomial distribution were obtained. However, despite the availability of the moment generating function, no comprehensive formulas for the moments have been calculated thus far. This paper addresses this gap by presenting general formulas for both central and non-central moments of the negative multinomial distribution. These formulas are expressed in terms of binomial coefficients and Stirling numbers of the second kind. Utilizing these formulas, we provide explicit expressions for all central moments up to the fourth order and all non-central moments up to the eighth order.

Keywords

• negative multinomial distribution
• moments
• central moments
• non-central moments