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

被引：15

作者：

Balakrishnan, N

Johnson, NL

Kotz, S

机构：

[1] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada

[2] Univ N Carolina, Dept Stat, Chapel Hill, NC 27599 USA

[3] Univ Maryland, Dept Management Sci & Stat, College Pk, MD 20742 USA

来源：

STATISTICS & PROBABILITY LETTERS | 1998年 / 39卷 / 01期

关键词：

central moments; cumulants; moments; Stirling number of the first kind; Stirling number of the second kind;

D O I：

10.1016/S0167-7152(98)00027-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：49 / 54

页数：6

共 50 条

[21] APPROXIMATING DISTRIBUTIONS FROM MOMENTS
PAWULA, RF
PHYSICAL REVIEW A, 1987, 36 (10): : 4996 - 5007
[22] RELATION BETWEEN MOMENTS AND CUMULANTS WITH AN APPLICATION TO N=0 SYSTEM
ABE, R
PROGRESS OF THEORETICAL PHYSICS, 1993, 90 (02): : 323 - 328
[23] CHARACTERIZATIONS OF DISTRIBUTIONS VIA RELATIONSHIPS BETWEEN 2 MOMENTS OF ORDER-STATISTICS
LIN, GD
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1988, 19 (01) : 73 - 80
[24] Bounds on probabilities and expectations using multivariate moments of discrete distributions
Prékopa, A
STUDIA SCIENTIARUM MATHEMATICARUM HUNGARICA, 1998, 34 (1-3) : 349 - 378
[25] EXPANSIONS FOR QUANTILES AND MULTIVARIATE MOMENTS OF EXTREMES FOR HEAVY TAILED DISTRIBUTIONS
Withers, Christopher
Nadarajah, Saralees
REVSTAT-STATISTICAL JOURNAL, 2017, 15 (01) : 25 - 43
[26] Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions
Zhao, Y
Konishi, S
STATISTICS & PROBABILITY LETTERS, 1997, 32 (03) : 291 - 299
[27] Representation of multivariate Bernoulli distributions with a given set of specified moments
Fontana, Roberto
Semeraro, Patrizia
JOURNAL OF MULTIVARIATE ANALYSIS, 2018, 168 : 290 - 303
[28] Limit distributions of multivariate kurtosis and moments under Watson rotational symmetric distributions
Stat Probab Lett, 3 (291):
[29] ON FISHER'S COMBINATORIAL METHODS GIVING MOMENTS AND CUMULANTS OF THE DISTRIBUTIONS OF k-STATISTICS
Sukhatme, P. V.
SANKHYA, 1938, 4 : 53 - 64
[30] Common origin of the shoulder in multiplicity distributions and of oscillations in the factorial cumulants to factorial moments ratio
Giovannini, A
Lupia, S
Ugoccioni, R
PHYSICS LETTERS B, 1996, 374 (1-3) : 231 - 237

← 1 2 3 4 5 →