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A note on relationships between moments, central...
Journal article

A note on relationships between moments, central moments and cumulants from multivariate distributions

Abstract

In this note, we present some relationships between moments, central moments and cumulants from multivariate distributions. Recently, Smith (1995) presented four simple recursive formulas that translate moments to cumulants and vice versa. Here, we derive similar recursive formulas between the central moments and the cumulants.

Authors

Balakrishnan N; Johnson NL; Kotz S

Journal

Statistics & Probability Letters, Vol. 39, No. 1, pp. 49–54

Publisher

Elsevier

Publication Date

July 15, 1998

DOI

10.1016/s0167-7152(98)00027-3

ISSN

0167-7152

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