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Cumulants in one dimension

The derivatives of the moment generating function M(z) of X give the moments of X, i.e. tex2html_wrap_inline13215, where tex2html_wrap_inline13217.

The cumulant expansion of the function X is given by solving for the coefficients tex2html_wrap_inline13221 in tex2html_wrap_inline13223. The solution is given by equating coefficients of z and the first few cumulants are
eqnarray843


David Wolf
Tue Mar 25 08:11:49 CST 1997