On the Combinatorics of Cumulants
نویسندگان
چکیده
Cumulants were first defined and studied by Danish scientist T. N. Thiele. He called them semi-invariants. The importance of cumulants comes from the observation that many properties of random variables can be better represented by cumulants than by moments. We refer to Brillinger [3] and Gnedenko and Kolmogorov [4] for further detailed probabilistic aspects on this topic. Given a random variable X with the moment generating function g(t), its nth cumulant Kn is defined as Kn= d n dt } t=0 log g(t). doi:10.1006 jcta.1999.3017, available online at http: www.idealibrary.com on
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عنوان ژورنال:
- J. Comb. Theory, Ser. A
دوره 91 شماره
صفحات -
تاریخ انتشار 2000