Computing Relations between Moments and Cumulants

Qi Zheng
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Qi Zheng: National Center for Toxicological Research

Computational Statistics, 2002, vol. 17, issue 4, No 5, 507-515

Abstract: Summary It is sometimes desirable to have easily accessible formulae expressing moments in terms of cumulants and vice versa. This paper offers a Mathematica implementation of two methods for generating such formulae, a method based on Kendall’s operator and an elementary method of equating coefficients of generating functions.

Keywords: symbolic computing; rewrite rule; Kendall’s operator; cumulant; moment (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/s001800200123

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