Moments from cumulants and vice versa

被引：9
作者：
Withers, Christopher S. [1 ]
Nadarajah, Saralees [2 ]
机构：
[1] Ind Res Ltd, Appl Math Grp, Lower Hutt, New Zealand
[2] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England
来源：
INTERNATIONAL JOURNAL OF MATHEMATICAL EDUCATION IN SCIENCE AND TECHNOLOGY | 2009年 / 40卷 / 06期
关键词：
Bell polynomials; cumulants; Faa di Bruno's chain rule; moments;
D O I：
10.1080/00207390902971957
中图分类号：
G40 [教育学];
学科分类号：
040101 ; 120403 ;
摘要：
Moments and cumulants are expressed in terms of each other using Bell polynomials. Inbuilt routines for the latter make these expressions amenable to use by algebraic manipulation programs. One of the four formulas given is an explicit version of Kendall's use of Faa di Bruno's chain rule to express cumulants in terms of moments.
引用
收藏
页码：842 / 845
页数：6
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