General Formulas for the Central and Non-Central Moments of the Multinomial Distribution

Abstract

We present the first general formulas for the central and non-central moments of the multinomial distribution, using a combinatorial argument and the factorial moments previously obtained in Mosimann (1962). We use the formulas to give explicit expressions for all the non-central moments up to order 8 and all the central moments up to order 4. These results expand significantly on those in Newcomer (2008) and Newcomer et al. (2008), where the non-central moments were calculated up to order 4.

Keywords

• multinomial distribution
• higher moments
• central moments
• non-central moments