论文信息 - A Recursive Formulation of the Old Problem of Obtaining Moments from Cumulants and Vice Versa

A Recursive Formulation of the Old Problem of Obtaining Moments from Cumulants and Vice Versa

Abstract It seems difficult to find a formula in the literature that relates moments to cumulants (and vice versa) and is useful in computational work rather than in an algebraic approach. Hence I present four very simple recursive formulas that translate moments to cumulants and vice versa in the univariate and multivariate situations.

Peter J. Smith

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