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May 1, 1995The American Statistician177 citations

A Recursive Formulation of the Old Problem of Obtaining Moments from Cumulants and Vice Versa

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PSPeter J. Smith

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Abstract

Abstract It seems difficult to find a formula in the literature that relates moments to cumulants (and vice versa) and is useful in computational work rather than in an algebraic approach. Hence I present four very simple recursive formulas that translate moments to cumulants and vice versa in the univariate and multivariate situations.

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Cite This Study

Peter J. Smith (1995) studied this question.

synapsesocial.com/papers/6a0230548b14fde368dcf24fhttps://doi.org/10.1080/00031305.1995.10476146
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