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Moments and cumulants of the multivariate normal distribution

✍ Scribed by Holmquist, Björn


Book ID
115526859
Publisher
Taylor and Francis Group
Year
1988
Tongue
English
Weight
135 KB
Volume
6
Category
Article
ISSN
0736-2994

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A note on relationships between moments,
✍ N. Balakrishnan; Norman L. Johnson; Samuel Kotz 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 186 KB

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 centr