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
โฆ LIBER โฆ
Relationships between beta-moments and gamma-moments
โ Scribed by Chung Wook Kim
- Publisher
- Elsevier Science
- Year
- 1963
- Weight
- 451 KB
- Volume
- 49
- Category
- Article
- ISSN
- 0029-5582
No coin nor oath required. For personal study only.
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A general result for obtaining recurrence relations between single moments of order statistics is obtained and has been used to establish the recurrence relations between moments of some doubly truncated distributions. The examples considered are Weibull, exponential, Pareto, power function, Cauchy,