A new method for fast computing unbiased estimators of cumulants

Details A new method for fast computing unbiased estimators of cumulants A new method for fast computing unbiased estimators of cumulants

2008-07-31

arxiv.org/abs/0807.5008v1

Mathematics

Statistics Theory

A table with computational times, obtained with the forthcoming MathStatica release 2 (Colin Rose, private communication), has

Scientific paper

10.1007/s11222-008-9080-0

We propose new algorithms for generating $k$-statistics, multivariate $k$-statistics, polykays and multivariate polykays. The resulting computational times are very fast compared with procedures existing in the literature. Such speeding up is obtained by means of a symbolic method arising from the classical umbral calculus. The classical umbral calculus is a light syntax that involves only elementary rules to managing sequences of numbers or polynomials. The cornerstone of the procedures here introduced is the connection between cumulants of a random variable and a suitable compound Poisson random variable. Such a connection holds also for multivariate random variables.

Affiliated with

Also associated with

No associations

Rating

A new method for fast computing unbiased estimators of cumulants does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A new method for fast computing unbiased estimators of cumulants, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A new method for fast computing unbiased estimators of cumulants will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-363458