Moments from Cumulants and Vice Versa

Authors :: Withers, Christopher S.
Nadarajah, Saralees
Source :: International Journal of Mathematical Education in Science and Technology. 2009 40(6):842-845.
Publication Year :: 2009
Abstract: Moments and cumulants are expressed in terms of each other using Bell polynomials. Inbuilt routines for the latter make these expressions amenable to use by algebraic manipulation programs. One of the four formulas given is an explicit version of Kendall's use of Faa di Bruno's chain rule to express cumulants in terms of moments.

Language :: English
ISSN :: 0020-739X
Volume :: 40
Issue :: 6
Database :: ERIC
Journal :: International Journal of Mathematical Education in Science and Technology
Publication Type :: Academic Journal
Accession number :: EJ857918
Document Type :: Journal Articles<br />Reports - Descriptive
Full Text :: https://doi.org/10.1080/00207390902971957