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 1998
DOI
10.1016/s0167-7152(98)00027-3
ISSN
0167-7152