Cumulants as iterated integrals

Details Cumulants as iterated integrals Cumulants as iterated integrals

2009-05-20

arxiv.org/abs/0905.3375v1

Mathematics

Probability

AMS-LaTeX, 8 pages

Scientific paper

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.

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