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Binomial distribution
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=== Higher moments === <!-- Please stop changing the equation \mu_1 = 0, it is correct. The first central moment is not the mean. --> The first 6 [[central moment]]s, defined as <math> \mu _{c}=\operatorname {E} \left[(X-\operatorname {E} [X])^{c}\right] </math>, are given by : <math>\begin{align} \mu_1 &= 0, \\ \mu_2 &= np(1-p),\\ \mu_3 &= np(1-p)(1-2p),\\ \mu_4 &= np(1-p)(1+(3n-6)p(1-p)),\\ \mu_5 &= np(1-p)(1-2p)(1+(10n-12)p(1-p)),\\ \mu_6 &= np(1-p)(1-30p(1-p)(1-4p(1-p))+5np(1-p)(5-26p(1-p))+15n^2 p^2 (1-p)^2). \end{align}</math> The non-central moments satisfy : <math>\begin{align} \operatorname {E}[X] &= np, \\ \operatorname {E}[X^2] &= np(1-p)+n^2p^2, \end{align}</math> and in general <ref name="Andreas2008"> {{citation |last1=Knoblauch |first1=Andreas |title=Closed-Form Expressions for the Moments of the Binomial Probability Distribution |year=2008 |journal=SIAM Journal on Applied Mathematics |url=https://www.jstor.org/stable/40233780 |volume=69 |issue=1 |pages=197β204 |doi=10.1137/070700024 |jstor=40233780 |url-access=subscription }}</ref><ref name="Nguyen2021"> {{citation |last1=Nguyen |first1=Duy |title=A probabilistic approach to the moments of binomial random variables and application |year=2021 |journal=The American Statistician |url=https://www.tandfonline.com/doi/abs/10.1080/00031305.2019.1679257?journalCode=utas20 |volume=75 |issue=1 |pages=101β103 |doi=10.1080/00031305.2019.1679257 |s2cid=209923008 |url-access=subscription }}</ref> : <math> \operatorname {E}[X^c] = \sum_{k=0}^c \left\{ {c \atop k} \right\} n^{\underline{k}} p^k, </math> where <math>\textstyle \left\{{c\atop k}\right\}</math> are the [[Stirling numbers of the second kind]], and <math>n^{\underline{k}} = n(n-1)\cdots(n-k+1)</math> is the <math>k</math>th [[Falling and rising factorials|falling power]] of <math>n</math>. A simple bound <ref>{{Citation |last1=D. Ahle |first1=Thomas |title=Sharp and Simple Bounds for the raw Moments of the Binomial and Poisson Distributions |year=2022 |volume=182 |doi=10.1016/j.spl.2021.109306 |journal=Statistics & Probability Letters |page=109306 |arxiv=2103.17027 }}</ref> follows by bounding the Binomial moments via the [[Poisson distribution#Higher moments|higher Poisson moments]]: : <math> \operatorname {E}[X^c] \le \left(\frac{c}{\ln(c/(np)+1)}\right)^c \le (np)^c \exp\left(\frac{c^2}{2np}\right). </math> This shows that if <math>c=O(\sqrt{np})</math>, then <math>\operatorname {E}[X^c]</math> is at most a constant factor away from <math>\operatorname {E}[X]^c</math>
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