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Title: A generalised Emerson recurrence relation
Author/Creator: Rayner, J. C. W.; Thas, O.; De Boeck , B.
Institution: The University of Newcastle. Faculty of Science & Information Technology, School of Mathematical and Physical Sciences
Description: The Emerson (1968, Biometrics 24, 695–701) recurrence relation has many important applications in statistics. However, the original derivation applied only to discrete distributions. In the following, a simple derivation is given that generalizes the Emerson recurrence relation to any distribution for which the necessary expectations exist. A modern application is outlined.
Relation: Australian and New Zealand Journal of Statistics Vol. 50, Issue 3, p. 235-240
Publisher Link: http://dx.doi.org/10.1111/j.1467-842X.2008.00514.x
Date: 2008
Publisher: Blackwell Publishing Asia
Keyword(s): Hermite polynomials; orthonormal polynomials; spherical Legendre polynomials
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.13/43462
Identifier: ISSN:1369-1473

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