Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149964 | Journal of Statistical Planning and Inference | 2011 | 7 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Franz Lehner,