Math Is Fun Forum

George,Y

Member

Registered: 2006-03-12

Posts: 1,379

Moments to Cumulants - just a difference of log?

A Moment in Statistics is just the expectation of the power of a random variable:

the moment generating function is  the expectation of the exponential of a small number t multiplied by the random variable:

and the nth moment of x is generated by taking derivative at t=0 of this function

there is an alternative to moment - cumulant

the definition is taking the derivative of the log of MGF in the same manner the moment is generated

What is the rational for the definition of cumulants ?

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X'(y-Xβ)=0

Mathegocart

Member

Registered: 2012-04-29

Posts: 2,226

Re: Moments to Cumulants - just a difference of log?

You're back! Wahoo! Where did everyone else go?

Yeah, I just wanted to say hi. I'm a bit fatigued.

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The integral of hope is reality.
May bobbym have a wonderful time in the pearly gates of heaven.
He will be sorely missed.

George,Y

Member

Registered: 2006-03-12

Posts: 1,379

Re: Moments to Cumulants - just a difference of log?

You're back! Wahoo! Where did everyone else go?

Yeah, I just wanted to say hi. I'm a bit fatigued.

Hi Mathegocart!

I do not quite know other people.

I guess they have been too busy with their work or family...

As of me, I had been struggle in finance field and programming work.

Just got a time to breath mathematics now

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X'(y-Xβ)=0