Home >> International Journal of Mathematical Education, Volume 40, Number 6

Moments from cumulants and vice versa

Authors: Withers, Christopher1; Nadarajah, Saralees2

Source: International Journal of Mathematical Education, Volume 40, Number 6, January 2009 , pp. 842-845(4)

Publisher: Taylor and Francis Ltd

Buy & download fulltext article:

OR

Price: $56.94 plus tax (Refund Policy)

Abstract:

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.

Keywords: Bell polynomials; cumulants; Faa di Bruno's chain rule; moments

Document Type: Research article

DOI: http://dx.doi.org/10.1080/00207390902971957

Affiliations: 1: Applied Mathematics Group, Industrial Research Limited, Lower Hutt, New Zealand 2: School of Mathematics, University of Manchester, Manchester, M13 9PL, UK

Publication date: 2009-01-01

More about this publication?
Related content
Marked list

Key

Free Content
Free content
New Content
New content
Open Access Content
Open access content
Subscribed Content
Subscribed content
Free Trial Content
Free trial content

Text size:

A | A | A | A
^ Back to top
Share this item with others: These icons link to social bookmarking sites where readers can share and discover new web pages. print icon Print this page