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MomCumConvert: A Package for Conversion Between Moments and Cumulants
Author

Qi Zheng
Organization: Texas A&M University Health Science Center
Department: Department of Epidemiology and Biostatistics
Old MathSource #

0211-611
Revision date

2001-04-23
Description

A need often arises in statistical practice for readily available formulae expressing moments in terms of cumulants and vice versa. However, such formulae have been found to be remarkably difficult to obtain from the statistical literature on the traditional print medium. The package MomCumConvert enables the user to generate those formulae by a computer. Two methods were implemented in the package, a method based on Kendall's operator and an elementary method of equating coefficients of generating functions.
Subject

*Mathematics > Probability and Statistics
Keywords

moments, cumulants, generating functions
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Download
MomCumConvert.m (5.9 KB) - Mathematica Package
Download
examples.nb (13 KB) - Mathematica notebook