Journal article

CUMULANTS AND PARTITION LATTICES

TP Speed

Australian Journal of Statistics | Published : 1983

Abstract

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. Copyright © 1983, Wiley Blackwell. All rights reserved

University of Melbourne Researchers

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