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

页码：842 / 845

页数：6

共 50 条

[41] Calculation of binding energy from moments via Jacobi polynomials
Qin, T.
SOLID STATE COMMUNICATIONS, 2011, 151 (19) : 1371 - 1376
[42] How many moments can be estimated from a large sample?
Kagan, A
Nagaev, S
STATISTICS & PROBABILITY LETTERS, 2001, 55 (01) : 99 - 105
[43] Recovering an Homogeneous Polynomial from Moments of Its Level Set
Jean B. Lasserre
Discrete & Computational Geometry, 2013, 50 : 673 - 678
[44] On the shape-from-moments problem and recovering edges from noisy Radon data
Goldenshluger, A
Spokoiny, V
PROBABILITY THEORY AND RELATED FIELDS, 2004, 128 (01) : 123 - 140
[45] MOMENTS OF ORDER-STATISTICS FROM ONE TRUNCATION PARAMETER DENSITIES
ROHATGI, VK
SELVAVEL, K
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1990, 19 (06) : 2053 - 2063
[46] Higher order moments of order statistics from INID exponential random variables
Aaron Childs
Statistical Papers, 2003, 44 : 151 - 167
[47] Moments of order statistics from DNID discrete random variables with application in reliability
Dembinska, Anna
Goroncy, Agnieszka
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2020, 371
[48] RECURRENCE RELATIONS FOR MOMENTS OF RECORD VALUES FROM GENERALIZED EXTREME VALUE DISTRIBUTION
BALAKRISHNAN, N
CHAN, PS
AHSANULLAH, M
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1993, 22 (05) : 1471 - 1482
[49] Higher order moments of order statistics from INID exponential random variables
Childs, A
STATISTICAL PAPERS, 2003, 44 (02) : 151 - 167
[50] Single and product moments of generalized order statistics from linear exponential distribution
Ahmad, Abd El-Baset A.
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2008, 37 (08) : 1162 - 1172

← 1 2 3 4 5 →