Answers are grounded in this paper and cite their sources.
Summary 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.
No takes yet. Share an insight, caveat, or question.
Terence P. Speed (1983) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: