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Title

Computing Relations between Moments and Cumulants
Author

Qi Zheng
Organization: Texas A&M University Health Science Center
Department: Department of Epidemiology and Biostatistics
Journal / Anthology

Computational Statistics
Year: 2002
Volume: 17
Page range: 507-515
Description

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.
Subject

*Mathematics > Probability and Statistics
Keywords

symbolic computing, rewrite rule, Kendall's operator, cumulant, moment
URL

http://www.mathsource.com/Content/Applications/Statistics/0211-611