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Computing Relations between Moments and Cumulants
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| Organization: | Texas A&M University Health Science Center |
| Department: | Department of Epidemiology and Biostatistics |
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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.
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symbolic computing, rewrite rule, Kendall's operator, cumulant, moment
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http://www.mathsource.com/Content/Applications/Statistics/0211-611
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