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Classroom Notes

Moments from cumulants and vice versa

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Pages 842-845 | Received 07 Dec 2008, Published online: 04 Aug 2009

References

  • Stuart , A and Ord , JK . 1987 . Kendall's Advanced Theory of Statistics , London : Griffin .
  • Smith , PJ . 1995 . A recursive formulation of the old problem of obtaining moment from cumulants and vice versa . Am. Stat. , 49 : 217 – 218 .
  • Willink , R . 2003 . Relationships between central moments and cumulants, with formulae for the central moments of a gamma distribution . Commun. Stat. Theor. Meth. , 32 : 701 – 704 .
  • Withers , CS and Nadarajah , S . 2007 . A recurrence relation for moments of the non-central chi square . Am. Stat. , 61 : 337 – 338 .
  • Comtet , L . 1974 . Advanced Combinatorics , Dordrecht : Reidel Publishing Co. .
  • Withers , CS . 1984 . A chain rule for differentiation with applications to multivariate Hermite polynomials . Bull. Aust. Math. Soc. , 30 : 247 – 250 .

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