Variance of the truncated negative binomial distribution

A-Tier
Journal: Journal of Econometrics
Year: 2016
Volume: 195
Issue: 2
Pages: 209-210

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Citations to formulas for the moments of the truncated negative binomial distribution usually reference the paper by Gurmu and Trivedi (1992). However their second moments of the truncated negative binomial are incorrect. We derive the correct second moments for both the left and right truncated negative binomial distribution. The second moments of the truncated distributions are written in a form that shows they will converge to the second moment of the un-truncated distribution when the truncated first moment approaches the un-truncated first moment.

Technical Details

RePEc Handle
repec:eee:econom:v:195:y:2016:i:2:p:209-210
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29