A new formula for cumulants
Published online by Cambridge University Press: 24 October 2008
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Let θ be an n-dimensional random vector with components θ1, θ2, …, θn and let itscumulants
be defined as usual by the identity
where x1, x2, …, xn are purely imaginary variables, E denotes expectation, and
Let θ(1), θ(2), …, θ(R) be independent and identically distributed (i.i.d.) random vectors each with the same distribution as θ, where R = r1 + r2 + … + rn = |r|, the order of the cumulant Kr. Let θ* have the components
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 78 , Issue 2 , September 1975 , pp. 333 - 337
- Copyright
- Copyright © Cambridge Philosophical Society 1975
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