Australian Journal of Statistics · 1983 · 109 citations · 10 references
Natural SciencesMathematicsPhysicsProbability TheoryStatisticsStochastic ProcessesProbability DistributionsApplications To ProbabilityDiscrete Random VariablesMoment-generating FunctionsMultivariate Random VariablesMöbius FunctionPartition FunctionSums Of Random Variables
Summary The (joint) cumulant of a set of (possibly coincident) random variables is defined as an alternating sum of moments with appropriate integral coefficients. By exploiting properties of the Mobius function of a partition lattice some basic results concerning cumulants are derived and illustrations of their use given.
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