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International Journal of Mathematical Education in Science and Technology Volume 40, 2009 - Issue 6
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Moments from cumulants and vice versa

Christopher S. Withers Applied Mathematics Group, Industrial Research Limited, Lower Hutt, New Zealand
&
Saralees Nadarajah School of Mathematics, University of Manchester, Manchester, M13 9PL, UKCorrespondence[email protected]
Pages 842-845 | Received 07 Dec 2008, Published online: 04 Aug 2009
 
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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.

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