Cumulants as iterated integrals
Probability
2012-12-06 v1 Combinatorics
Abstract
A formula expressing cumulants in terms of iterated integrals of the distribution function is derived. It generalizes results of Jones and Balakrishnan who computed expressions for cumulants up to order 4.
Cite
@article{arxiv.0905.3375,
title = {Cumulants as iterated integrals},
author = {Franz Lehner},
journal= {arXiv preprint arXiv:0905.3375},
year = {2012}
}
Comments
AMS-LaTeX, 8 pages