Dr. John Kolassa

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m (User 1:)
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The relationship between the first few moments and cumulants,
 
The relationship between the first few moments and cumulants,
 
obtained by extracting coefficients from the expansion, is as follows
 
obtained by extracting coefficients from the expansion, is as follows
:<math  forward>
+
:<math  forward>\begin{array}{lcr}
 
\kappa_1 &=& \mu_1\nonumber \\
 
\kappa_1 &=& \mu_1\nonumber \\
 
\kappa_2 &=& \mu_2 - \mu_1^2\nonumber\\
 
\kappa_2 &=& \mu_2 - \mu_1^2\nonumber\\
Line 63: Line 63:
 
</math>
 
</math>
 
In the reverse direction
 
In the reverse direction
:<math  reverse>
+
:<math  reverse>\begin{array}{lcr}
 
\mu_2 &=& \kappa_2 + \kappa_1^2\nonumber\\
 
\mu_2 &=& \kappa_2 + \kappa_1^2\nonumber\\
 
\mu_3 &=& \kappa_3 + 3\kappa_2\kappa_1 + \kappa_1^3\\
 
\mu_3 &=& \kappa_3 + 3\kappa_2\kappa_1 + \kappa_1^3\\

Revision as of 02:51, 11 September 2008

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