Hi, | From: "Feng Zhang" <[EMAIL PROTECTED]> | Hey, all | | Can anybody tell me the definition or form of | cumulant generating function for a series | of random variables x1, x2, ....? | | I know the moment generationg function | is E[exp(tx)], and want to know the relationships | bw cumulants and moments.
This is the log of moment-generating function: K(s) = log M(s) = E[exp(sx)] It is closely related with central moments: K'(0) = E[x] K''(0) = Var x K'''(0) = E[(x - Ex)^3] this was true for K''''(0) too AFAIR, but not for further derivatives (but check rather yourself). Best, Ott ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
