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.
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页码：49 / 54
页数：6
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