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

N. Balakrishnan, Norman L. Johnson and Samuel Kotz

Statistics & Probability Letters, 1998, vol. 39, issue 1, 49-54

Abstract: 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.

Keywords: Central; moments; Cumulants; Moments; Stirling; number; of; the; first; kind; Stirling; number; of; the; second; kind (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (1)

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