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Computing Relations between Moments and Cumulants

Author

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  • Qi Zheng

    (National Center for Toxicological Research)

Abstract

Summary It is sometimes desirable to have easily accessible formulae expressing moments in terms of cumulants and vice versa. This paper offers a Mathematica implementation of two methods for generating such formulae, a method based on Kendall’s operator and an elementary method of equating coefficients of generating functions.

Suggested Citation

  • Qi Zheng, 2002. "Computing Relations between Moments and Cumulants," Computational Statistics, Springer, vol. 17(4), pages 507-515, December.
    • Handle: RePEc:spr:compst:v:17:y:2002:i:4:d:10.1007_s001800200123
    DOI: 10.1007/s001800200123
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    Cited by:

    1. Christopher S. Withers & Saralees Nadarajah & Shou Hsing Shih, 2015. "Moments and Cumulants of a Mixture," Methodology and Computing in Applied Probability, Springer, vol. 17(3), pages 541-564, September.

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