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

✍ Scribed by N. Balakrishnan; Norman L. Johnson; Samuel Kotz

• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 186 KB
• Volume: 39
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(98)00027-3

✦ Synopsis

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. (~