A GENERALIZED EMERSON RECURRENCE RELATION
John C. W. Rayner, Olivier Thas, Bert De Boeck · Australian & New Zealand Journal of Statistics · 2008
Summary 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.