On a power series distribution with mean parameterization

Abstract

The article examines the distribution of the power series of the function $ w(y) = \left( 1 + \sqrt{1 - y} \right)^{-\frac{1}{2}}. $ The distribution of the considered function into a power series is obtained $ \left(1 + \sqrt{1 - y}\right)^{-\frac{1}{2}} = \sum_{m=0}^{\infty} \frac{(4m)! \, 16^{-m}}{(2m)! \, (2m+1)! \, \sqrt{2}} \, y^m. $ The dispersion function is found $ ν(x) = x (2x + 1)(4x + 1), \; x > 0. $ A distribution with mean parameterization is constructed $ \Pr(ξ= k) = \binom{4k + 1}{2k} \, 2^{-k} \, x^k \, (2k + 1)^{k + \frac{1}{2}} \, (4k + 1)^{-2k - \frac{3}{2}}, \; x > 0. $ It is proved that the raw moments $α_m$, central moments $μ_m$, cumulants $χ_m, \; m = 1, 2, \ldots$ satisfy the following recurrence relations: $ α_{m+1} = x α_m + ν(x) \frac{dα_m}{dx}, \; α_0 = 1, \; α_1 = x; \quad μ_{m+1} = m μ_{m-1} + ν(x) \frac{dμ_m}{dx}, \; μ_0 = 1, \; μ_1 = 0; \quad χ_{m+1} = ν(x) \frac{dχ_m}{dx}, \; χ_1 = x. $